Hi Paul, I am now struggling for my own project and therefore I don't think I have time to work on any side project. thenao is no longer maintained. One of my friend, who is working as data scientist , told me that most researchers in academia have already switched to pytorch. I recently looked at pytorch, they look like have batched cholesky operator: https://github.com/pytorch/pytorch/pull/14017
Best, wonghang Paul Baggenstoss <p.m.baggenst...@ieee.org> 於 2020年2月13日 週四 下午8:04寫道： > Hi Wonghang, > Good news. I thought about the issue you pointed out that scan runs > serial and it would > be necessary to write a truly parallel GPU implementation. So after > looking at some CUDA tutorials > I was able to get Cholesky to run as a batch with each batch sample > running on an individual core. > > In order to interface it to Theano as a new class, I had to add it as a > new function to > Magma and link it into libmagma.so. It is working and produces the > correct answer and is even > faster. I don't know yet how much faster because I have not eliminated > the time of the back-substitution, > but the execution time went from 2.9 sec to 2.0 sec. Once I isolate just > the Cholesky routine, > I think the speedup will be huge. And, once I get back-substitution also > parallelized, solving the symmetric > matrix problem should be super-fast. I think that the method I used > (linking the CUDA code into libmagma.so) > is just temporary. Once I get some routines finished, it should be moved > to a separate library. > > I hope to get some help in that because my knowledge of the inner workings > of Theano is limited. > > Let me know if you (or anyone) is interested in this project. > > Paul > > > -- > > --- > You received this message because you are subscribed to the Google Groups > "theano-users" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to theano-users+unsubscr...@googlegroups.com. > To view this discussion on the web visit > https://groups.google.com/d/msgid/theano-users/f84140b6-238d-4065-8a66-ec73e3d83943%40googlegroups.com > <https://groups.google.com/d/msgid/theano-users/f84140b6-238d-4065-8a66-ec73e3d83943%40googlegroups.com?utm_medium=email&utm_source=footer> > . > -- --- You received this message because you are subscribed to the Google Groups "theano-users" group. To unsubscribe from this group and stop receiving emails from it, send an email to theano-users+unsubscr...@googlegroups.com. To view this discussion on the web visit https://groups.google.com/d/msgid/theano-users/CAAMb3nVO0OC0c73PrLSsBuGJ%3Ds_3NECw6Vs2sW3z%3DgHbb07%2B4Q%40mail.gmail.com.
