TL;DR: setting OCAMLRUNPARAM=s=4M,i=32M,o=150 can make your OCaml programs run faster. Read on for details and how to see if the garbage collector is thrashing and thereby slowing down your program.

In my research work with GroupLens, I do a most of my coding for data processing, algorithm implementation, etc. in OCaml. Sometimes I have to suffer a bit for this when some nice library doesn't have OCaml bindings, but in general it works out fairly well. And every time I go to do some refactoring, I am reminded why I'm not coding in Python.