Closed
Description
Thanks to the work from @ColCarroll and @TomAugspurger in #1829 we now have a way to benchmark: http://pandas.pydata.org/speed/pymc3/
We should port some of the models from our docs to have more benchmark model to better cover our code base. The following comes to mind:
- Variational Inference
- Mixture model
- GP
- Same model with different sampling initialization (e.g., adapt_diag vs adapt_diag_grad)