Parallelization

Parallel exploration

When multithreaded = true is activated, several threads will be used concurrently to perform sampling. The number of threads will be the minimum of the number of chains and Threads.nthreads():

using Pigeons
pigeons(
    target = toy_mvn_target(100),
    n_chains = 2,
    multithreaded = true)

PT(checkpoint = false, ...)

Since changing Threads.nthreads() requires restarting the Julia session, a convenient way to call pigeons with a different number of threads is to use on = ChildProcess(...) as described in running MPI locally.