GPU computing for machine learning (bagging / ensemble)
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Chetan Rawal on 21 Aug 2015
Yes, treebagger is supported and has in-built GPU support. Give it a try: http://www.mathworks.com/products/parallel-computing/builtin-parallel-support.html
You should be able to grow the trees on the GPU. Then also might gain further performance by aggregating your ensemble on multiple cores of the CPU using Parallel Computing Toolbox. I'd suggest profiling your code first to see if this second step will help.
Ilya on 21 Aug 2015
There is no GPU support for decision trees or their ensembles. If you work in a sufficiently recent release, decision trees are multithreaded. In addition, TreeBagger, as noted, has parallel support through Parallel Computing Toolbox.
Can you tell us about your data size (number of observations and predictors) and time requirements? Have you already tried fitting a random forest and concluded it is too slow for your case?