How to run regression in GPU?

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.

Answer 1

[Shashank Prasanna]

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