What do you mean by “3000 data points”? is this the sequence length for a single input? Maximum sequence length?


About your setup, which device is available in your PyTorch installation? e.g., CPU or GPU.


I have not tried your model, but it looks simple and shouldn’t be the bottleneck. However, If your input description  “… sequences are rather long (about 3000 data points).” implies “sequence-length.” Using RNN’s with sequences this long and the limited compute of your MacBook is the most likely reason it is slow.
Perhaps your problem here is how you’re processing your inputs, e.g., pre-processing, padding, batching. I suggest optimizing your data pipeline to fit the computing capabilities of your MacBook.