Automatically Batching Control-Intensive Programs for Modern Accelerators
Alexey Radul,
Brian Patton,
Dougal Maclaurin
et al.
Abstract: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. The central challenge of batching NUTS and other Markov chain Monte Carlo algorithms is data-dependent control flow and recursion. We overcome this by mechanically transforming a single-example implementation into a form that explicitly tracks the current program point for each batch m… Show more
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