convexfi / riskparity.py

Fast and scalable construction of risk parity portfolios
https://mirca.github.io/riskparity.py/
MIT License
287 stars 65 forks source link

can't detect GPU #13

Closed turmeric-blend closed 2 years ago

turmeric-blend commented 3 years ago

Problem description

WARNING:absl:No GPU/TPU found, falling back to CPU. (Set TF_CPP_MIN_LOG_LEVEL=0 and rerun for more info.)

Example

my_portfolio = rp.RiskParityPortfolio(covariance=sigma, budget=b)
my_portfolio.design()

Expected behavior

Is there a way to allow it to detech GPU?

Environment: