Hi, Recently I found my Rstan runs slower as my input data size increases, I used ‘cores = 8’ to take full advantage of all the available cores when I call stan() and I am wondering whether it’s all possible to let R use all the memory I have on my laptop (32GB). I found some command like memory.l…

[image] stan_beginer: Recently I found my Rstan runs slower as my input data size increases, I used ‘cores = 8’ to take full advantage of all the available cores when I call stan() and I am wondering whether it’s all possible to let R use all the memory I have on my laptop (32GB). Unfortunate…

Thanks so much! May I ask that what is wsl?

[image] Install Windows Subsystem for Linux (WSL) on Windows 10 Learn how to install Linux distributions on your Windows 10 machine, with a Bash terminal, including Ubuntu, Debian, SUSE, Kali, Fedora, Pengwin, and Alpine. Linux in windows

Thank you for the tip. I have installed the WSL and RStudio Server as posted. I can report that the same model in brms that took me 94 minutes under Win11, now takes 24 minutes. I am fairly confident that I can take the number even lower with proper variable centering and better priors. This is ama…

Great to hear! Given that you’re using brms and cmdstanr, you might be able to improve this speed even further. If you have a discrete GPU available in your system, then you can install OpenCL following this section of the cmdstan guide: 14 Parallelization | CmdStan User’s Guide And configure cmds…

Thanks for the infos. I have tried that, but seem to hit a wall. Can it be that under WSL2, i cannot install video drivers?

Is it possible to get cmdstan utilise a discrete GPU within an WSL2 environment? I have also hit a wall with this.

Can you post the error or specific issues that you’re encountering?

It looks like OpenCL is not yet supported in WSL, so GPU-acceleration with Stan will not be available. You can follow the progress of OpenCL in WSL on their github: No OpenCL platforms reported · Issue #6951 · microsoft/WSL · GitHub

Would this technique confer benefits even when using brms with its default backend and default threading settings? Ten months ago I tried to get cmdstanr up and running, but it just would not work despite significant help from this forum . My laptop has 8GB of memory + 4 CPU cores and it is running …

Is it possible to speed up rstan in Windows 64bit system

General

bgall August 7, 2022, 11:59pm 18

Something that can also be done is to use a different BLAS Speedup by using external BLAS/LAPACK with CmdStan and CmdStanR/Py

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Is it possible to speed up rstan in Windows 64bit system

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