Enable GPU in Stan

mmabaei · July 2, 2022, 6:16pm

Hi friends,

I am trying to enable the GPU running in my cmdstanr. My laptop has both Intel and NVIDIA GPU for windows. I tried to follow the instructions that is given by @Erik_Strumbelj

github.com

bstatcomp/stan_gpu_install_docs/blob/master/install_docs/INSTALL_CMDSTANR.md

## Installing CmdStanR with GPU support

These instructions assume that you have an NVIDIA or AMD GPU in your system. While modern Intel GPUs support OpenCL, their double-precision performance is unlikely to bring speedup compared to a modern CPU.

### STEP 1: Install the toolchain and GPU driver

**Ubuntu**

Make sure you have `make`, `g++ 4.9.3` or higher (or `clang++ 6.0` or higher).
If using a NVIDIA device, install the NVIDIA CUDA toolkit and clinfo tool.

```
apt update
apt install nvidia-cuda-toolkit clinfo
```

If you have an AMD GPU, install the Radeon Open Computer platform (ROCm). Instructions can be found [here](https://rocm-documentation.readthedocs.io/en/latest/Installation_Guide/Installation-Guide.html).

**Windows**

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This is my frist time that ia trying to do these steps and I am not famliar with OpenCL. I tried to google and find solutions but could not find good approach:

1. how can i check or install the Make mingw32-make and g++ 4.9.3? I have installed the cmdstanr from anaconda. when I use the conda commander and checks them it gives me:

(stan-env) C:\Users\mmabae>g++ --version
g++ (Rev5, Built by MSYS2 project) 5.3.0
Copyright (C) 2015 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

(stan-env) C:\Users\mmabae>mingw32-make --version
GNU Make 4.1.90
Built for Windows32
Copyright (C) 1988-2014 Free Software Foundation, Inc.
License GPLv3+: GNU GPL version 3 or later http://gnu.org/licenses/gpl.html
This is free software: you are free to change and redistribute it.
There is NO WARRANTY, to the extent permitted by law.

so does it mean everything is ok for this step? having said that I already installed NVIDIA CUDA and Rtools as well.

I have no idea how i should check the IDs of my target device. I already instaled visual studio and when i use ‘make’ there it said this word is not meaning. i do not about clifinfo as well.

I will be thankfull if you kindly advice me on this.

WardBrian · July 4, 2022, 3:48pm

@rok_cesnovar

Ezequiel_Alvarez · January 23, 2024, 12:09pm

Hi, my question is also related to this same link

github.com

bstatcomp/stan_gpu_install_docs/blob/master/install_docs/INSTALL_CMDSTAN.md

## Installing CmdStan with GPU support

These instructions assume that you have an NVIDIA or AMD GPU in your system. While modern Intel GPUs support OpenCL, their double-precision performance is unlikely to bring speedup compared to a modern CPU.

### STEP 1: Install the toolchain and GPU driver

**Ubuntu**

Make sure you have `make`, `g++ 4.9.3` or higher (or `clang++ 6.0` or higher).
If using a NVIDIA device, install the NVIDIA CUDA toolkit and clinfo tool.

```
apt update
apt install nvidia-drivers-460 nvidia-cuda-toolkit clinfo
```

Replace the driver version (`460` in the above case) with the latest version.

If you have an AMD GPU, install the Radeon Open Computer platform (ROCm). Instructions can be found [here](https://rocm-documentation.readthedocs.io/en/latest/Installation_Guide/Installation-Guide.html).

This file has been truncated. show original

but in Linux. Or truly speaking, in general.

The post says “While modern Intel GPUs support OpenCL, their double-precision performance is unlikely to bring speedup compared to a modern CPU”. So this means that I shouldn’t expect much acceleration from GPU?

I ask this before embarking in installing the cmdstan for GPU. (I have already my GPU in the desktop, but also 32 CPUs threads, hence I wonder if is it worst to go on with the GPUs).

Thanks for sharing your knowledge and experience!

Ezequiel.

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Enable GPU in Stan

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