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GPU

As explained in Bayesian Optimization in Action

A graphics processing unit is a hardware processor optimized for highly parallel numerical operations such as matrix multiplication.

A graphics processing unit (GPU) is hardware optimized for parallel matrix multiplication. That makes it useful for training neural networks and accelerating other numerical workloads. section 7.1.1

GPUs support parallel computation in two main ways:

  • Run independent model-training jobs simultaneously, increasing the information gathered from expensive optimization experiments within the same time. section 7.1.1
  • Move Gaussian-process data, models, and likelihoods to the GPU with PyTorch-style cuda() calls to speed matrix-heavy training. section 12.1.2

Batch model training

An ML engineer tuning a neural network can train multiple models at the same time on several GPUs instead of waiting for sequential runs. The same batch idea evaluates multiple BayesOpt queries simultaneously. section 7.1.1

Figure 7.1 Illustration of the benefits of parallelism. Three generic processes either run sequentially (left) or in parallel (right). When running in parallel, the three processes only take one third of the total time required if run sequentially.

The parallel-versus-sequential process diagram makes the throughput benefit of GPU-style parallel execution concrete. section 7.1.1

How Bayesian Optimization in Action covers it

How deep it goes
Defines GPU parallel matrix multiplication and demonstrates practical object transfer, without detailing GPU hardware internals.
Examples
Uses parallel neural-network training, batch BayesOpt, and CUDA-based Gaussian-process training as practical examples.
What you can do after
Apply it via PyTorch and GPyTorch by transferring data, models, and likelihoods to the GPU for training.
How it connects
Connects GPUs with parallelism, BayesOpt, neural networks, matrix multiplication, PyTorch, GPyTorch, and Gaussian processes.

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This explainer was generated by Manning's knowledge graph from the text of Bayesian Optimization in Action. The section links point to the parts of the book it draws on.