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Once these checks are complete we will follow the official TensorFlow GPU installation instructions by installing CUDA, cuDNN, TensorRT and an appropriate Nvidia driver. To install TensorFlow 2.2 with CUDA capability we will first carry out a series of checks to ensure compatibility with both the hardware and software on the specific worksation. The latest range of consumer grade Nvidia GPUs as of the writing date of this article are the 20xx RTX series, which are now recommended since they work well with modern deep learning models and are reasonably cheap. Thankfully the procedure is now more straightforward than it has been in the past. It often requires reasonably mature command line skills in order to diagnose potential issues that can arise.Īt QuantStart we have previously carried out this procedure on Nvidia GPUs ranging from a pair of older GeForce GTX 780 Ti variants through to a newer GeForce GTX 1080 Ti instance.Īlong the way we have encountered some of the common difficulties, particularly as related to Secure UEFI Boot (see below) and Nvidia driver installation. The installation of TensorFlow against an Nvidia GPU has a reputation for being difficult. Once this has finished you can skip ahead to the TensorFlow Installation Validation section below. This will install TensorFlow and the necessary dependencies. To install TensorFlow simply type the following into a Conda activated terminal: pip install tensorflow Despite this a CPU install may prove useful for smaller models and self-teaching purposes. Training will be significantly slower on a CPU compared to a GPU. If an Nvidia CUDA-capable GPU is not available then it is possible to install TensorFlow for use solely with a CPU. This will create a new Conda virtual environment called tf and activate it. To do this simply type the following into a terminal: conda create -n tf
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For the purposes of this tutorial the virtual environment has been named tf. Once Anaconda has been installed a separate virtual environment needs to be created to isolate the TensorFlow install. Please refer to the Anaconda installation instructions for up to date details on how to install Anaconda on a Linux system. The Linux Python 3.7 installer script can be found here. As of the writing date of this article the latest version includes Python 3.7. To simplify the installation of a Python research environment QuantStart recommends downloading the latest Anaconda Individual distribution. Python Environment PrerequisitesĪs mentioned in our previous installation article it is necessary to have a functional Python3 virtual environment in which to run TensorFlow. In the following sections we will discuss the necessary Python prerequisites, how to install TensorFlow for CPU-only use and how to install all CUDA prerequisites required for TensorFlow GPU use. This article describes how to install TensorFlow on such a workstation where the underlying operating system is Ubuntu 18.04.įor more background on TensorFlow, along with its choice as a deep learning research framework, please see our previous article on the topic. However for certain use cases it is arguably beneficial to train and execute deep learning models on a local custom workstation. It is possible to execute TensorFlow code via pre-made cloud machine images on GPU-based cloud instances. We have previously mentioned that there are many ways to install TensorFlow, depending on chosen operating system and available hardware. This means it is now even easier to specify deep learning models within TensorFlow. Keras, a popular library for specifying deep learning models has now been directly incorporated into TensorFlow via the tf.keras high level deep learning API.
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Since then the situation has improved further. In the previous article on the same topic we discussed how sophisticated quantitative trading research with machine learning requires a robust framework to abstract away the machine learning model specification from the model implementation.Īt the time of the original article the TensorFlow library provided such an abstraction by avoiding the need to write optimised deep learning models in low-level C, C++ or FORTRAN and the CUDA GPU programming model provided by Nvidia. In this article we will demonstrate how to install a modern deep learning research environment on a Linux machine via the TensorFlow library, which will form the basis of all subsequent deep learning research on QuantStart. This article constitutes the first in a series on the topic of modern machine learning via deep learning as applied to systematic trading research. Earlier in the year we carried out our 2020 QuantStart Content Survey and Advanced Machine Learning & Deep Learning was voted the most popular topic.