errors when running LSTM on cuda for electricity dataset

[van-dai-vuong]

I created the script electricity_2013_03_31 to run multiple time series in the electricity dataset. I have added:

• Early stopping based on log-likelihood or mse of the validation set.
• Rolling-window predictions for the test set.
• A loop to go through each time series in the dataset by adding the time series index ts_idx as the showed in the following picture:

The code runs fine in CPU but it gives this error when running on cuda:

You can reproduce the error by running electricity_2014_03_31 in my repos at (https://github.com/van-dai-vuong/cuTAGI.git)

[davidwardan]

I have encountered the following errors as well when running the time_series_forecasting script provided in the examples folder:

• I cannot run the script on GPU with a batch size of 1. I get a device memory allocation error: ValueError: Error in file: /home/dw/cuTAGI_DW/src/data_struct_cuda.cu at line: 573. Device memory allocation. However, on CPU the code runs fine.

• When trying to run the same script with a higher batch size such as 20 or 32, the GPU execution results in the following: Compared to CPU execution:

@van-dai-vuong @jamesgoulet @lhnguyen102

[lhnguyen102]

@davidwardan I am working on fixing the issue. I will get it fix by the end of the weekend. I'll let you know when it is done

[lhnguyen102]

Here is PR for the fix. I wanted to add @davidwardan and @van-dai-vuong for the reviewers but you need to accept my invite. Please take a look at the PR and confirm if it resolves your issue.

[davidwardan]

Thank you @lhnguyen102! I will look at it today and get back to you.