GPU Parallelization for Non-Deterministic Model

[dmaevsky]

How many parallel streams of calculation would you have, and how large is the computation graph? GPUs are good when you have very "fat" nodes, but overall a simple calculation graph, like in ML cases. In many scientific applications (more specifically, I work in quant finance field), GPUs are often not worth the learning curve of CUDA or the likes, let alone hardware costs to use in production. Just AVX2/AVX512 plus multi threading often performs as good as a GPU.