I'm developing a Keras NN that predicts the label using 20,000 features. I can build the network, but have to use system RAM since the model is too large to fit in my GPU, which has meant it's taken days to run the model on my machine. The input is currently 500,20000,1 to an output of 500,1,1
-I'm using 5,000 nodes in the first fully connected (Dense) layer. Is this sufficient for the number of features? -Is there a way of reducing the dimensionality so as to run it on my GPU?
I suppose each input entry has size (20000, 1) and you have 500 entries which make up your database?
In that case you can start by reducing the batch_size, but I also suppose that you mean that even the network weights don't fit in you GPU memory. In that case the only thing (that I know of) that you can do is dimensionality reduction.
You have 20000 features, but it is highly unlikely that all of them are important for the output value. With PCA (Principal Component Analysis) you can check the importance of all you parameters and you will probably see that only a few of them combined will be 90% or more important for the end result. In this case you can disregard the unimportant features and create a network that predicts the output based on let's say only 1000 (or even less) features.
An important note: The only reason I can think of where you would need that many features, is if you are dealing with an image, a spectrum (you can see a spectrum as a 1D image), ... In this case I recommend looking into convolutional neural networks. They are not fully-connected, which removes a lot of trainable parameters while probably performing even better.