This repository provides a GPU implementation of the Partial Least Squares (PLS) algorithm.
main.py provides an example of usage of the PLS GPU. Currently, we do not implement the learning stage, therefore, you need to learn a PLS model using scikit-learn (which is performed in CPU). By experiments, we note that for a small number of samples (for example., 100) the CPU version is slightly faster. According to the figure, our GPU implementation of PLS achieves considerable speed-up compared to the CPU version.
Our PLSGPU takes two parameters:
- A PLS model learnt from scikit-learn.
- Batch size. This parameter controls the number of samples sent to GPU.