I am very interested in setting up Cmdstan to utilize the OpenCL extensions on my windows system. One problem that I have is that I don’t see any recent examples of how it should be used to best effect. There was code supplied with the original presentation at stancon, but I think this is currently out of date: GitHub - SteveBronder/stancon2018: The OpenCL methods to be presented at stancon 2018
There is now a section on how to setup Cmdstan to work with OpenCL: 14 Parallelization | CmdStan User’s Guide
There is also a section in the users guide which is unfortunately a bit short: 23.3 OpenCL | Stan User’s Guide
We are working on expanding that. Any suggestion on what is needed is always welcome.
Both of these sections are new and probably not easily found via searches yet.
There is also work on a vignette for cmdstanr: Add OpenCL device selection at runtime and a OpenCL vignette by rok-cesnovar · Pull Request #439 · stan-dev/cmdstanr · GitHub
This will basically explain the example I have shown here: Help setting up for GPU computation (OSX) - #3 by rok_cesnovar
Oh Yes! That example doesn’t come up in searches unfortunately, and is a good example. Just putting that code into the users guide would be a good step forward I think :)
Agreed. Will do that once we setup the cmdstanr vignette.