Automatically Batching Control-Intensive Programs for Modern Accelerators

23 Oct 2019Alexey RadulBrian PattonDougal MaclaurinMatthew D. HoffmanRif A. Saurous

We present a general approach to batching arbitrary computations for accelerators such as GPUs. We show orders-of-magnitude speedups using our method on the No U-Turn Sampler (NUTS), a workhorse algorithm in Bayesian statistics... (read more)

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