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I've been experimenting with a few neural network heavy algorithms. With the equity selection provided by an ETF Universe, I end up with say, 75 models needing to be trained and updated regularly. Over a several year backtest, the runtime basically crashes.
Any chance of GPU-acceleration support in the near-term?
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Alexandre Catarino
Hi Ryan Bell ,
We haven't looked into GPU-acceleration support that some machine learning models have and how to enable it. I have created a GitHub issue for that purpose.
GPU Acceleration Support for Python Machine Learning #3990
Unfortunately, we cannot give you an ETA.
Ryan Bell
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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