Accelerate DirectLiNGAM by parallelising causal ordering on GPUs with CUDA #169
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This PR includes the implementation drastically speed-up (up to 32x on consumer GPU) DirectLiNGAM and its variants e.g VarLiNGAM.
The details are to allow for an optional dependency: https://github.com/Viktour19/culingam which implements custom CUDA kernels for the pairwise likelihood ratio causal ordering method.
The implementation has been tested locally on an NVIDIA RTX 6000 on a Linux machine - but tests on other setups are needed.