Use OpenCL for GPU support in Stan via the brms interface. Only some Stan functions can be run on a GPU at this point and so a lot of brms models won't benefit from OpenCL for now.
opencl(ids = NULL)
(integer vector of length 2) The platform and device IDs of the
OpenCL device to use for fitting. If you don't know the IDs of your OpenCL
c(0,0) is most likely what you need.
brmsopencl object which can be passed to the
opencl argument of
brm and related functions.
For more details on OpenCL in Stan, check out https://mc-stan.org/docs/2_26/cmdstan-guide/parallelization.html#opencl as well as https://mc-stan.org/docs/2_26/stan-users-guide/opencl.html.