riskparity.py
riskparity.py copied to clipboard
can't detect GPU
Problem description
WARNING:absl:No GPU/TPU found, falling back to CPU. (Set TF_CPP_MIN_LOG_LEVEL=0 and rerun for more info.)
Example
my_portfolio = rp.RiskParityPortfolio(covariance=sigma, budget=b)
my_portfolio.design()
Expected behavior
Is there a way to allow it to detech GPU?
Environment:
- platform (e.g. Linux, OSX, Windows): Ubuntu 18.04
- riskparityportfolio version (e.g. 1.1): 0.2
- installation method (e.g. pip, source): pip