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A high-speed low-level API
At the core of CNTK, you'll find a low-level API that contains a set of mathematical operators to build neural network components. The low-level API also includes the automatic differentiation needed to optimize the parameters in your neural network.
Microsoft built the components with high performance in mind. For example: it included specific code to train neural networks on graphics cards. Graphics cards contain specialized processors, called GPUs, that are capable of processing large volumes of vector and matrix math at very high speeds. You can typically speed up the training process of a neural network by at least a factor 10.