Can I use the GPU for training the density estimator?

TLDR; Yes, by passing device="cuda" and by passing a prior that lives on the device name you passed. But we expect no speed-ups for default density estimators.

Setup

Yes, we support GPU training. When creating the inference object in the flexible interface, you can pass the device as an argument, e.g.,

inference = SNPE(prior, device="cuda", density_estimator="maf")

The device is set to "cpu" by default. But it can be set to anything, as long as it maps to an existing PyTorch GPU device, e.g., device="cuda" or device="cuda:2". sbi will take care of copying the net and the training data to and from the device. We also support MPS as a GPU device for GPU-accelarated training on an Apple Silicon chip, e.g., it is possible to pass device="mps".

Note that the prior must be on the training device already, e.g., when passing device="cuda:0", make sure to pass a prior object that was created on that device, e.g.,

prior = torch.distributions.MultivariateNormal(loc=torch.zeros(2,
device="cuda:0"), covariance_matrix=torch.eye(2, device="cuda:0"))

Performance

Whether or not you reduce your training time when training on a GPU depends on the problem at hand. We provide a couple of default density estimators for SNPE, SNLE and SNRE, e.g., a mixture density network (density_estimator="mdn") or a Masked Autoregressive Flow (density_estimator="maf"). For these default density estimators, we do not expect a speed-up. This is because the underlying neural networks are relatively shallow and not tall, e.g., they do not have many parameters or matrix operations that benefit from being executed on the GPU.

A speed-up through training on the GPU will most likely become visible when using convolutional modules in your neural networks. E.g., when passing an embedding net for image processing like in this example: https://github.com/sbi-dev/sbi/blob/main/tutorials/05_embedding_net.ipynb.