Closed luong-vinh closed 8 years ago
This will be highly nontrivial given the global autodiff stack. Individual functions could utilize such APIs but it would have to be in a bespoke manner and Nomad is aimed for hardware-independent support. If anyone is interested fork and give it a try, but for now there won't be any movement in Nomad itself.
@betanalpha Thanks a lot for your answer. Maybe, when I have some time to work with Stan, I'll give it a try.
Does anyone know how hard it is to port to ArrayFire? ArrayFire has OpenCL, CUDA and CPU backends and many nice language bindings as well.