GPU Support for Bayesian Inference?

RJT1990 / pyflux

Open source time series library for Python

BSD 3-Clause "New" or "Revised" License

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GPU Support for Bayesian Inference? #86

Closed hadrianpaulo closed 6 years ago

hadrianpaulo commented 7 years ago

Is there a planned feature for supporting GPU acceleration, like PyMC3 via Theano?

PS: Really awesome library.

RJT1990 commented 7 years ago

Hi Hadrian - thanks. I think for this to be practical, the library would have to be built on top of a framework that made GPU support easy : e.g. TensorFlow, PyTorch, Theano - which is not the case right now. So I think your best bet is to try PyMC3 or edward for this.

RJT1990 commented 6 years ago

Closing this issue - no intention to do this. Please use a library with a backend that supports GPUs.