How to run regression in GPU?

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Vitaly
Vitaly 2013-2-14
Hellow everyone,
Does anybody know how to run a multiple linear regression in GPU? I've tried regress and regstats from statics toolbox, but keep getting error messages:
For regress: Error using gpuArray/qr QR on the GPU requires exactly two outputs.
For regstats: The following error occurred converting from gpuArray to double: Conversion to double from gpuArray is not possible
Error in x2fx (line 173) D(:,cols) = C;
Error in regstats (line 121) X = x2fx(data,model);
Can anyone suggest a solution for this problem? I am interested in getting R^2, betas, p-values, and y-hats as my outputs from the regression model.
Thank you.

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回答（1 个）

Shashank Prasanna
Shashank Prasanna 2013-2-14
These are all the supported functions for GPU computing:
http://www.mathworks.com/products/parallel-computing/builtin-parallel-support.html
I am sorry to say none of the statistics toolbox functions as of now support GPUs.
That said you can make use of built-in to write your own code that is compatible with GPUs using \ operator.
http://www.mathworks.com/help/distcomp/using-gpuarray.html#bsloua3-1

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