GPU support for H2O PCA

Description

Add a GPU backend to H2O PCA, by letting the GPU do the SVD, for example here:
https://github.com/h2oai/h2o-3/blob/master/h2o-algos/src/main/java/hex/svd/SVD.java#L325-L325

This could be done via a simple JNI call, similar to the XGBoost/DeepWater integration.

Proof of concept:
https://github.com/arnocandel/cuda-rpca-admm

Assignee

Jonathan Mckinney

Reporter

Arno Candel

Labels

None

Priority

Major
Configure