My SciPy ODE Solver Was Killing My Bayesian Inference: A Cosmologist’s Honest Account of Discovering Diffrax
Towards Data Science3191 字 (约 13 分钟)
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Diffrax, a JAX-based ODE solver, cuts per-call time from 0.4 ms to 0.02 ms and gradient time from 8 ms to 0.25 ms, boosting Bayesian inference speed by over tenfold.
入选理由：在 10⁵ 次 likelihood 评估中，SciPy ODE 仅 ODE 调用耗时 40 s，梯度 300 s；Diffrax 仅 24.8 s。
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