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ourownstory / neural_prophet

NeuralProphet: A simple forecasting package
https://neuralprophet.com
MIT License
3.85k stars 475 forks source link

How to configure training with a GPU? #138

Closed mturk24 closed 3 years ago

mturk24 commented 3 years ago

Hi there, I was wondering how to fit a neural prophet model assuming there is some GPU setting? (i.e. comparable to the parameter tree_method='gpu_hist' for the xgb classifier constructor)

HansikaPH commented 3 years ago

Hi, Thanks for your comment. At the moment, NeuralProphet does not have special support for GPUs. We do hope to include this facility soon in an upcoming release.

mturk24 commented 3 years ago

@HansikaPH Thanks for letting me know appreciate it!

ourownstory commented 3 years ago

@mturk24 adding GPU support by itself is simple, and we could simply add it. However, it could be even slower than on CPU as the code is really not optimized for parallel compute.

To achieve it, the dataloader, model itself and possibly parts of the training loop would have to be re-written.

It would be a challenging but fun and rewarding project for whoever would like to take it on.