grain - D Language for Deep Learning

[jmh530]

On Wednesday, 24 April 2019 at 16:33:00 UTC, Shigeki Karita wrote:
> [snip]
>
> I see. I'm interested in Stan that is the best library for 
> probabilistic models but it lacks of GPU computation. 
> Therefore, I plan to add some probabilistic programming 
> paradigm into grain like pytorch (pyro) and tensorflow (tf 
> probability).

Conveniently enough, they just incorporated some GPU support in 
the release in March [1]. Here's an earlier status update [2]. 
The initial work was focused on cholesky decompositions because 
that was a big source of slowdown for some types of models. 
Probably still has a ways to go before reaching tensorflows 
maturity on the GPU.

[1] https://github.com/stan-dev/math/releases/tag/v2.19.0
[2] 
https://discourse.mc-stan.org/t/gpu-update-whats-up-and-where-we-are-going/6015