Compile the SMC trace function once and pass compile_kwargs to it - #8450
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Description
After sampling,
sample_smcbuilt each chain's trace with a freshNDArray, so the trace function was compiled once per chain. It was also compiled without thecompile_kwargsgiven tosample_smc, somode="FAST_COMPILE"only applied to the kernel.This follows the approach described in the issue:
compile_kwargs. Later chains reuse itsfn,var_shapesandvar_dtypes. This covers both the parallel and the sequential path.BaseTracetakes an optionalcompile_kwargsthat is forwarded tomodel.compile_fn. The trace's own settings (point_fn,on_unused_input,trust_input) still take precedence. The SMC kernel addson_unused_inputto the same dict, so they would otherwise clash.On a 20-variable model with 4 chains,
model.compile_fnfor the trace now runs once instead of four times.Related Issue
Checklist
test_smc_compiles_trace_fn_onceforcores=1andcores=2fails on main (3 compiles,mode=None) and passes with the fixtests/smcandtests/backendspass locally. The exception istest_mv_missing_data_model, which fails on a missing BLAS warning in my environment.Type of change