Integration with CUDA.jl

[salbert83]

Is there an example demonstrating integration with CUDA.jl? I'd be particularly interested in an example using reverse mode AD and the Bayesian HMM, since it's implementation involves a loop. It doesn't seem Tracker or Zygote support loops yet.

[cpfiffer]

Not that I'm aware of.

[devmotion]

As far as I know, in principle loops should work with all AD backends. I guess your problems might rather be due to Zygote not allowing mutations?

[salbert83]

That seems a reasonable explanation, as the state is updated in the loop of the HMM implementation, https://turing.ml/dev/tutorials/4-bayeshmm/.