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OpenCL & Multicore Support #2423

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efeb311
Added CPP options
JonathanLStoff May 8, 2023
0050622
Update README.md
JonathanLStoff May 8, 2023
c11d6a3
added section to check os
JonathanLStoff May 11, 2023
3bb59c6
Update README.md
JonathanLStoff May 21, 2023
43e0b0b
Update README.md
JonathanLStoff May 21, 2023
8400baa
Update README.md
JonathanLStoff Jul 26, 2023
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2 changes: 1 addition & 1 deletion README.md
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
# Prophet: Automatic Forecasting Procedure
# Prophet: Automatic Forecasting Procedure With python OPENCL/Multi-Core options

![Build](https://github.com/facebook/prophet/workflows/Build/badge.svg)

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39 changes: 35 additions & 4 deletions python/setup.py
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Expand Up @@ -8,7 +8,8 @@
from pathlib import Path
from shutil import copy, copytree, rmtree
from typing import List

import cmdstanpy.utils as utils
print(utils.cmdstan_path())
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@AlexandroLuis AlexandroLuis Jul 26, 2023

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remove path info

from setuptools import find_packages, setup, Extension
from setuptools.command.build_ext import build_ext
from setuptools.command.build_py import build_py
Expand All @@ -18,12 +19,14 @@

MODEL_DIR = "stan"
MODEL_TARGET_DIR = os.path.join("prophet", "stan_model")

MODEL_GPU = False
MODEL_MULTI_CORES = False
CMDSTAN_VERSION = "2.26.1"
BINARIES_DIR = "bin"
BINARIES = ["diagnose", "print", "stanc", "stansummary"]
TBB_PARENT = "stan/lib/stan_math/lib"
TBB_DIRS = ["tbb", "tbb_2019_U8"]
OPEN_CL = "-L"+"\"C:/Program Files/NVIDIA GPU Computing Toolkit/CUDA/v11.8/lib/Win32/OpenCL.lib\""


def prune_cmdstan(cmdstan_dir: str) -> None:
Expand Down Expand Up @@ -105,12 +108,40 @@ def build_cmdstan_model(target_dir):
target_dir: Directory to copy the compiled model executable and core cmdstan files to.
"""
import cmdstanpy

if MODEL_GPU and MODEL_MULTI_CORES:
cpp_options = {
'STAN_THREADS': True,
'STAN_CPP_OPTIMS': True,
'STAN_OPENCL': True,
'OPENCL_DEVICE_ID': 0,
'OPENCL_PLATFORM_ID': 0,
"PRECOMPILED_HEADERS":False,
'LDFLAGS': OPEN_CL+' -lOpenCL'

}
elif MODEL_MULTI_CORES:
cpp_options = {
'STAN_THREADS': True,
'STAN_CPP_OPTIMS': True,

}
elif MODEL_GPU:
cpp_options = {
'STAN_CPP_OPTIMS': True,
'STAN_OPENCL': True,
'OPENCL_DEVICE_ID': 0,
'OPENCL_PLATFORM_ID': 0,
"PRECOMPILED_HEADERS":False,
'LDFLAGS': OPEN_CL+' -lOpenCL'
}
cmdstan_dir = (Path(target_dir) / f"cmdstan-{CMDSTAN_VERSION}").resolve()
install_cmdstan_deps(cmdstan_dir)
model_name = "prophet.stan"
target_name = "prophet_model.bin"
sm = cmdstanpy.CmdStanModel(stan_file=os.path.join(MODEL_DIR, model_name))
if MODEL_GPU or MODEL_MULTI_CORES:
sm = cmdstanpy.CmdStanModel(stan_file=os.path.join(MODEL_DIR, model_name), cpp_options=cpp_options)
else:
sm = cmdstanpy.CmdStanModel(stan_file=os.path.join(MODEL_DIR, model_name))
copy(sm.exe_file, os.path.join(target_dir, target_name))

# Clean up
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