I am parallelising multiple numpyro.infer.MCMC runs using pathos.multiprocessing. What I noticed is that, each MCMC runs is taking up memory which is not released after it has finished running. And with parallelisation, the memory usage just keeps increasing monotonically. The memory is only released when the python session is exited entirely. Setting any mcmc objects to None or using del doesn't do anything either. I can't see where else numpyro is storing anything apart from the mcmc object.
Memory leak when parallelising numpyro.infer.MCMC
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