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With GPUs I quickly learned how to apply deep learning on a range of Kaggle competitions and I managed to earn second place in the Partly Sunny with a Chance of Hashtags Kaggle competition using a deep learning approach, where it was the task to predict weather ratings for a given tweet.
In the competition I used a rather large two layered deep neural network with rectified linear units and dropout for regularization and this deep net fitted barely into my 6GB GPU memory.
With a good, solid GPU, one can quickly iterate over deep learning networks, and run experiments in days instead of months, hours instead of days, minutes instead of hours.
So making the right choice when it comes to buying a GPU is critical.
This is highly useful if your main goal is to gain deep learning experience as quickly as possible and also it is very useful for researchers, who want try multiple versions of a new algorithm at the same time.
This is psychologically important if you want to learn deep learning.
The shorter the intervals for performing a task and receiving feedback for that task, the better the brain able to integrate relevant memory pieces for that task into a coherent picture.
If you train two convolutional nets on separate GPUs on small datasets you will more quickly get a feel for what is important to perform well; you will more readily be able to detect patterns in the cross validation error and interpret them correctly.
If you put value on parallelism I recommend using either Pytorch or CNTK.
I quickly found that it is not only very difficult to parallelize neural networks on multiple GPUs efficiently, but also that the speedup was only mediocre for dense neural networks.
Small neural networks could be parallelized rather efficiently using data parallelism, but larger neural networks like I used in the Partly Sunny with a Chance of Hashtags Kaggle competition received almost no speedup.
TL; DR Having a fast GPU is a very important aspect when one begins to learn deep learning as this allows for rapid gain in practical experience which is key to building the expertise with which you will be able to apply deep learning to new problems.
Without this rapid feedback it just takes too much time to learn from one’s mistakes and it can be discouraging and frustrating to go on with deep learning.