PyMC3 with GPU support on Google Colab

[JWarmenhoven]

Regardless of the colab setup: as far as I know/have read most PyMC3 models generally do not see an increase in (sampling) speed when using a GPU instead of CPU.

My experience is that, when using the GPU, I need to set cores=1 when sampling.
See also:

PyMC3 Pickle Issue with GPU

I have recently installed PyMC3 under a Python 2.7 environment on my GPU-enhanced desktop PC. The installation was successful and I have been able to run the following sample code: import numpy as np import matplotlib.pyplot as plt import pymc3 as pm import seaborn as sns import time #print('Running on PyMC3 v{}'.format(pm.__version__)) plt.style.use('seaborn-darkgrid') # Initialize random number generator np.random.seed(123) # True parameter values alpha, sigma = 1, 1 beta = [1, 2.5] # Size…