7.3 CPU versus GPU for temporal analytics

NCA-ADS · Advance Data Structures (7% of the exam) · Official objective: “CPU vs. GPU performance for temporal analytics”

Why forecasting gets expensive and how cuML drops into skforecast.

Key points

  1. Each extra model and each extra step multiplies the compute. GPUs run these many similar computations in parallel.

    What NVIDIA says (1)

    “With growing datasets and techniques like direct multi-step forecasting that require you to run several models at once, forecasts can quickly become computationally expensive when running on CPU-based infrastructure.”

    — Accelerating Time Series Forecasting with RAPIDS cuML

  2. cuML has a scikit-learn compatible API. Tools built on that API can use cuML models as drop-in replacements. API means application programming interface.

    What NVIDIA says (2)

    “Bringing accelerated computing to direct multistep forecasting cuML can be dropped into existing skforecast workflows.”

    — Accelerating Time Series Forecasting with RAPIDS cuML

    “NVIDIA cuML is a GPU-accelerated machine learning library for Python with a scikit-learn compatible API.”

    — Accelerating Time Series Forecasting with RAPIDS cuML

Key terms

Sample question

Why can time series forecasting become slow on CPUs?

Show the answer

Answer: Large datasets and methods like direct multi-step forecasting run many models at once

Each extra model and each extra step multiplies the compute. GPUs run these many similar computations in parallel.

What NVIDIA says (1)

“With growing datasets and techniques like direct multi-step forecasting that require you to run several models at once, forecasts can quickly become computationally expensive when running on CPU-based infrastructure.”

— Accelerating Time Series Forecasting with RAPIDS cuML

Practice 7.3 (2 questions) Full Advance Data Structures guide

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