Is Gaussian process regression function (fitrgp) compatible with GPU processing?

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Philip
Philip 2017-3-1
评论： Robert 2022-4-25
I am using a workstation PC with a QUADRO K6000 GPU and Xeon CPU. Currently, I need to use Gaussian process regression optimise toolbox to optimise the hyperparameters, and I am looking for a way to increase processing speed by using the GPU.

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Sai Kulkarni
Sai Kulkarni 2017-3-3
Hi Philip,
As per the following documentation, fitrgp does not support gpuArray arguments.
https://www.mathworks.com/help/stats/statistics-and-machine-learning-toolbox-functions-with-gpuarray-arguments.html
For more information, you can refer to the following documentation for parallel computing and GPU support across all toolboxes: https://www.mathworks.com/products/parallel-computing/parallel-support.html
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Robert
Robert 2022-4-25
Would it be possible to initialize a feature request on this? Regarding the matrix inversions, determinant calculations etc. involved in the (hyperparameter) optimization it looks promising to me at first sight that there could be a substantial speed-up. Thank you!

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