wululiyu

The benchmarks are based on old Julia--something I've wondered about--but they still are consistent with my experience (and with the benchmarks the OP posted).

I really like Julia, so I don't want to come across as a hostile critic, more of a friendly one. I'm someone who has, and continues to try, Julia for lots of things. But repeatedly I've bumped into this phenomenon where Julia is maybe 3-5x slower than what you'd see in C, maybe more, and am faced with what that means in practice. It's not just Turing, and it's not just a single version of Julia. It's a heck of a lot better than Python or R, but when I realize it's still significantly faster to do something in C, and you're going to wrap something around C anyway, maybe Python or R would be better just because of the resource base associated with them.

Maybe there's some fundamental issue I haven't grappled with, like Julia will never actually be as fast as C, and I just need to be aware of what that means, practically speaking... I don't know. Maybe it will eventually hit that performance range, and it's just a matter of optimizing algorithm choice and whatnot. But I get the sense that the way I was hoping to use Julia isn't actually doable, at least at the moment.

I do think many people are coming to Julia because of some sense they can get the performance of C with the expressivity of Python, and at the moment I think that's an unrealistic expectation for a lot of things. I think the parent post in this subthread exemplifies that quite well: for many, many reasons, it shouldn't be surprising that Stan outperforms Turing. If this was any other language, it would be a matter of course. But because of the expectations set up for Julia, you see discussions like this.

I'm surprised you're able to get Turing to run faster, to be honest. I looked at Turing and was impressed by it, but in general my experience with MCMC libraries in Julia is similar to what the OP posted, being much slower than Stan (MAMBA and Turing being the two Julia libraries I've tried--both have seemed nice but have run significantly slower on the tasks I've used them for).

Incidentally, I haven't been able to get Turing to run on Julia 0.6, and am not going to reinstall an earlier version just for Turing. I've been waiting for a little while now.

My experience with Turing and MAMBA have kind of diminished my enthusiasm for Julia. Both libraries kind of represent what I was looking for in Julia (similar to what you mention about using your Julia stack), but the speed was a kind of a rude awakening. I'm kind of coming to the opinion that LLVM-based languages need to demonstrate much more consistent performance before they're really ready to replace C (Rust, Nim, and Crystal seem like they might be on their way, though).

I recommend someone thinking about Julia pay attention to these benchmarks:

https://github.com/kostya/benchmarks

Yes, Julia is really fast with some things, but for other things it's much slower, and those slow parts become the lowest common denominator.

Hopefully things improve, though, because I do like Turing and MAMBA on paper.