Re: [theano-users] float64 gpu cholesky factorization and triangular solve

2018-10-18 Thread Wong Hang
and will later pull request later. Arnaud Bergeron 於 2018年10月19日 週五 上午1:31寫道: > > Le 18 oct. 2018 à 00:15, Wong Hang a écrit : > > Hi there, > > May I ask why theano gpuarray does not support float64 cholesky > factorization and triangular solve? > Are there any reason beh

[theano-users] float64 gpu cholesky factorization and triangular solve

2018-10-17 Thread Wong Hang
Hi there, May I ask why theano gpuarray does not support float64 cholesky factorization and triangular solve? Are there any reason behind that? I think I can simply hack the code in theano/gpuarray/linalg.py to invoke cusolver.cusolverDnDpotrf / cublas.cublasDtrsm / cublas.cublasDtrsv rather

Re: [theano-users] About parallelize theano.scan or any other way

2018-12-10 Thread Wong Hang
Thank you very much for your help Arnaud Bergeron 於 2018年12月11日 週二 上午1:42寫道: > The only option with Theano would be to write your own op that would run > in parallel on the GPU. > > This is not an easy task. > > Le 10 déc. 2018 à 07:35, Wong Hang a écrit : > > Hi, >

[theano-users] About parallelize theano.scan or any other way

2018-12-10 Thread Wong Hang
Hi, I am working on a problem that is similar to this one: import theano import theano.tensor as T import theano.tensor.slinalg as Tla cholesky=Tla.cholesky solve_lower_triangular=Tla.solve_lower_triangular import numpy as np def _LL(k,ret,data,mu,sigma): jitter = 1e-6*T.eye(3) L =

Re: [theano-users] Could not initialize pygpu, support disabled

2019-01-13 Thread Wong Hang
he version of cuDNN first? moran li 於 2019年1月14日 週一 上午11:20寫道: > Sorry to bother you. Actually, I'm not clear what shall I do after reading > the contents. Is there any more details about your mentioned solution? > Thanks again. > > Wong Hang 于2019年1月13日周日 下午10:30写道

Re: [theano-users] Could not initialize pygpu, support disabled

2019-01-13 Thread Wong Hang
This may be useful https://stackoverflow.com/questions/47258882/theano-gpu-support-ptx-jit-compiler-library-not-found Check the library path. (I know your error is different from me) moran li 於 2019年1月13日 週日 下午10:24寫道: > *Here, I meet this problem while installing theano1.0.3 with

Re: [theano-users] Could not initialize pygpu, support disabled

2019-01-13 Thread Wong Hang
Check http://deeplearning.net/software/theano/library/config.html and try to disable config.gpuarray.preallocate moran li 於 2019年1月14日 週一 下午1:37寫道: > Thanks for your reply. I have upgraded my cudnn version. And the pugpu > error still exists. > [image: image.png] > > > Wong H

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-13 Thread Wong Hang
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

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-06 Thread Wong Hang
ay.linalg.GpuCholesky() ) Both used the same precision >>> (float32) so should give the same results. >>> But you can see that at the end of the diagonal, the values go wild. It >>> appears to be numericla errors. >>> Thanks in advance! >>> Paul >>

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-07 Thread Wong Hang
1, Paul Baggenstoss >>>> wrote: >>>>> >>>>> Hi Simon,I have uploaded the MATLAB format file with the matrix Cll, >>>>> which is the original matrix, and R_cpu which was produced using CPU by >>>>> slinalg.Cholesky( ), and R_cu

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-07 Thread Wong Hang
=27.3912 (max=25.9949) row #198: err=0.915223 (max=0.915223) row #199: err=3.60679e-13 (max=2.98261e-13) 494.5201252308407 49.755829752019224 494.5201252308407 49.755829752019224 I attached my test code in this message. Wong Hang 於 2020年2月7日 週五 下午10:49寫道: > Hi all, > > I found that the

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-07 Thread Wong Hang
I am quite sure I once get correct result even when the matrix is of size >1000. Let me do more research and test later and get back to you. Wong Hang 於 2020年2月7日 週五 下午11:18寫道: > I suddenly get the HEAD version of libgpuarray works > I found that if I increase the size of the matrix,

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-08 Thread Wong Hang
; > Nice work, > Paul > > > On Saturday, February 8, 2020 at 8:49:29 AM UTC+1, Wong Hang wrote: >> >> Hi Paul, >> >> I think I fixed the issue. Please check the PR >> https://github.com/Theano/libgpuarray/pull/589 >> and you can try to use my branch of

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-07 Thread Wong Hang
of your implementation. [global] profile = True Paul Baggenstoss 於 2020年2月8日 週六 上午12:30寫道: > Hi Wong Hang, > Yes, that's what I saw, the errors started near the end of the matrix. > After that, the numbers appeared random. > I'll try the older version and let you know what I

Re: [theano-users] Re: Cholesky decomposition slow

2020-02-05 Thread Wong Hang
Hi, The GPU cholesky decomposition relies on cuSOLVER or Magma. I believe nvidia knows their hardware well and cuSOLVER should provide the best efficient result. Although cholesky decomposition is very numerical stable, when I write the test case, I find that I will get trouble for relatively

Re: [theano-users] Theano-JAX

2020-08-25 Thread Wong Hang
Hi there, Will your team maintain libgpuarray as well? I have a bug fix in pygpu but haven't been merged: https://github.com/Theano/libgpuarray/pull/589 Due to my employment arrangement, I need to seek approval before I can submit any new PR to open source projects. Would you mind to merge and