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Low GPU occupancy when fitting DeepAREstimator #1431

Answered by mbohlkeschneider
pbruneau asked this question in Q&A
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Hi @pbruneau,

thank your for your questions. In many cases, there is no particular gain for running DeepAR on GPU (other than large batch sizes and/or large hidden cell size). This is because the computation of the RNN is inherently sequential and there is not a lot to parallelize. We have recently moved to multi threaded data loaders already - but there is a limit how much to speed up DeepAR with a GPU (although there is certainly room for improvement).

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@pbruneau
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