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Add benchmark models #2638

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@junpenglao

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@junpenglao

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)

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