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: 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:

For cmdstanr:

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 Releases · GPUOpen-LibrariesAndSDKs/OCL-SDK · GitHub

It works like a charm with my AMD on Windows.


Any feedback for the docs more than welcome of course.


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