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SheffieldML / GPyOpt

Gaussian Process Optimization using GPy
BSD 3-Clause "New" or "Revised" License
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GPU support #293

Open raff7 opened 4 years ago

raff7 commented 4 years ago

Are you considering implementing GPU support for this package? either using GPyTorch instead of GPy or by implementing GPU support for all GPy kernels?

lawrennd commented 4 years ago

That's a great question, we've thought about various ways of doing this over the years. I don't think there is one obvious route. We'd be very open to suggestons.

apaleyes commented 4 years ago

One effort we have made in that direction is Emukit, which is, to a certain extent, agnostic to a modelling framework, so it is possible to use with models defined in Tensorflow or PyTorch. It is close to a feature parity with GPyOpt, but user is supposed to define a model themselves. Have a look, perhaps it works out for your case?

javiergonzalezh commented 4 years ago

As Andrei has mentioned Emukit seems a better place to do this since you can plug-in your model built in your favorite framework. Emukit uses numpy to communicate between modules though, so if you wanted to link the model and the acquisition to use autodiff end-to-end you would need to implement both in the same framework. If I am not wrong this would give you GPU support.

El lun., 3 feb. 2020 a las 11:28, Andrei Paleyes (notifications@github.com) escribió:

One effort we have made in that direction is Emukit https://github.com/amzn/emukit, which is, to a certain extent, agnostic to a modelling framework, so it is possible to use with models defined in Tensorflow or PyTorch. It is close to a feature parity with GPyOpt, but user is supposed to define a model themselves. Have a look, perhaps it works out for your case?

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