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[ENH] Add cuda support for all deep learning models in library (PyTorch, Jax) #22

@ArtemLiA

Description

@ArtemLiA

Problem description

Hi! There are some optimizers and functions in library based on usage of deep learning models. I think we should add cuda support for all of this models.

Proposed solution

Add cuda computations support for all surrogates and functions, which use neural networks.

List of surrogates:

  • DeepGP, waggon.surrogates.DGP
  • Gan, waggon.surrogates.WGAN_GP
  • BNN, waggon.surrogates.BNN
  • DE, waggon.surrogates.DE

List of functions:

  • MLP hyperparams, waggon.functions.MLSolver,
  • NN hyperparams, waggon.functions.NNhyperparams

To discuss

Execution device manually setup

Should we add on option to manually configure the execution device?
I think in future we should add device parameters to the surrogates, which takes following values:

  • 'cpu' -> use only cpu
  • 'auto' -> use gpu if available

Execution device setup for functions

How we should use GPU for functions?

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