GPU Implementation of Bayesian Neural Network Construction for Data-Intensive Applications

Michelle Kuchera, Harrison Bertrand Prosper, Anke Meyer‐Baese · Journal of Physics Conference Series · 2014

We describe a graphical processing unit (GPU) implementation of the Hybrid Markov Chain Monte Carlo (HMC) method for training Bayesian Neural Networks (BNN). Our implementation uses NVIDIA's parallel computing architecture, CUDA. We briefly review BNNs and the HMC method and we describe our implementations and give preliminary results.

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