Turing.jl for Causal Inference model

Specific Domains Probabilistic programming
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19

Here is my benchmark for two runs of each:

Turing.setadbackend(:forwarddiff)

Iterations        = 1001:1:2000
Number of chains  = 4
Samples per chain = 1000
Wall duration     = 102.14 seconds
Compute duration  = 361.99 seconds

Iterations        = 1001:1:2000
Number of chains  = 4
Samples per chain = 1000
Wall duration     = 95.9 seconds
Compute duration  = 333.32 seconds

Turing.setadbackend(:tracker)

Iterations        = 1001:1:2000
Number of chains  = 4
Samples per chain = 1000
Wall duration     = 99.84 seconds
Compute duration  = 331.42 seconds

Iterations        = 1001:1:2000
Number of chains  = 4
Samples per chain = 1000
Wall duration     = 86.06 seconds
Compute duration  = 298.54 seconds

Turing.setadbackend(:zygote)
# gave up after a couple of minutes; will let it run over the weekend

Turing.setadbackend(:reversediff)
Turing.setrdcache(true)
Iterations        = 1001:1:2000
Number of chains  = 4
Samples per chain = 1000
Wall duration     = 26.13 seconds
Compute duration  = 101.67 seconds

Iterations        = 1001:1:2000
Number of chains  = 4
Samples per chain = 1000
Wall duration     = 5.85 seconds
Compute duration  = 20.05 seconds
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