XGB via Scikit learn API doesn't seem to be running in GPU although compiled to run for GPU

Question

It appears although XGB is compiled to run on GPU, when called/executed via Scikit learn API, it doesn't seem to be running on GPU.

Please advise if this is expected behaviour

Answer 1

As far as I can tell, the Scikit learn API does not currently support GPU. You need to use the learning API (e.g. xgboost.train(...)). This also requires you to first convert your data into xgboost DMatrix.

Example:

params = {"updater":"grow_gpu"}
train = xgboost.DMatrix(x_train, label=y_train)
clf = xgboost.train(params, train, num_boost_round=10)

UPDATE:

The Scikit Learn API now supports GPU via the **kwargs argument: http://xgboost.readthedocs.io/en/latest/python/python_api.html#id1