BinomialGPU

This package provides a function rand_binomial! to produce CuArrays with binomially distributed entries, analogous to CUDA.rand_poisson! for Poisson-distributed ones.

Installation

Use the built-in package manager:

import Pkg; Pkg.add("BinomialGPU")

Usage

Sample CuArrays with binomial random variates in-place:

using CUDA, BinomialGPU

A = CUDA.zeros(Int, 16)
rand_binomial!(A, count = 10, prob = 0.5)

The function currently also supports broadcast over arrays of parameters of the same size as the one to be filled:

A      = CUDA.zeros(Int, 8)
counts = [1,2,4,8,16,32,64,128]
probs  = CUDA.rand(8)
rand_binomial!(A, count = counts, prob = probs)

as well as broadcasts over arrays of parameters whose dimensions are a prefix of the dimensions of A, e.g.

A      = CUDA.zeros(Int, (2, 4, 8))
counts = rand(1:128, 2, 4)
probs  = CUDA.rand(2)
rand_binomial!(A, count = counts, prob = probs)

Issues

• The speed is slower when using optimal thread allocation than when defaulting to 256 threads. See issue #2
• Are there any other samplers that are comparably fast or faster? I compared the following: sample an array of size (1024, 1024) with count = 128 and prob of size (1024, 1024) with uniformly drawn entries. Timings on an RTX2070 card: BinomialGPU.jl 0.8ms, PyTorch 11ms, CuPy 18ms, tensorflow 400ms. Timings for other samplers are very welcome; please open an issue if you find one.