Vectorizing Multinomial Logit Choice Model for GPU

I haven’t measured the improvement, but it does speed things up a lot. It also obviously depends on the number of cores you have.

Having said that, the mixed logit model is pretty slow in general, so don’t expect it to run in seconds or even minutes. I hope the development team can identify sources of improvement, there’s a bunch of things that could be vectorized. Here’s one idea I posted a while back.