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POC - skglm GPU support #149

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This explores adding GPU support to the package.

It implements FISTA solver for Lasso problem using

  • JAX
  • CuPy
  • Numba.cuda

Refer to README to install and play around with the solvers

@Badr-MOUFAD Badr-MOUFAD marked this pull request as draft March 14, 2023 10:34
from skglm.gpu.utils.host_utils import compute_obj, eval_opt_crit # noqa


class JaxSolver:
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In order to test the design choices, can you call this FISTAJax and make it modular (ie pass an objective function directly) ? and same for other solvers

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close in favor of #155

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