Configuring CmdStan GPU Support - Windows + AMD

Is there a current guide for configuring GPU support with the combination of Windows and an AMD GPU?

The instructions over at: http://mc-stan.org/math/opencl_support.html rely on the use of the AMD APP SDK, which isn’t being distributed by AMD anymore.

Pinging the resident GPU-gurus: @rok_cesnovar @stevebronder

The most up-to-date instructions are here: https://github.com/bstatcomp/stan_gpu_install_docs/blob/master/install_docs/INSTALL_CMDSTAN.md

For cmdstanr: https://github.com/bstatcomp/stan_gpu_install_docs/blob/master/install_docs/INSTALL_CMDSTANR.md

I have a task written down to move some form of this to the official documentation until the next release, when we should have GPU support for most of the distributions and a bunch of other functions.

The docs above suggest https://github.com/GPUOpen-LibrariesAndSDKs/OCL-SDK/releases

It works like a charm with my AMD on Windows.

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Any feedback for the docs more than welcome of course.

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That was much faster than I expected, thanks Rok! I’ll run through these and let you know if I have any issues or suggestions

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