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      Accelerating the XGBoost algorithm using GPU computing

      Mitchell, Rory; Frank, Eibe
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      peerj-cs-127.pdf
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      DOI
       10.7717/peerj-cs.127
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      Mitchell, R., & Frank, E. (2017). Accelerating the XGBoost algorithm using GPU computing. PeerJ Computer Science, 3. https://doi.org/10.7717/peerj-cs.127
      Permanent Research Commons link: https://hdl.handle.net/10289/11227
      Abstract
      We present a CUDA-based implementation of a decision tree construction algorithm within the gradient boosting library XGBoost. The tree construction algorithm is executed entirely on the graphics processing unit (GPU) and shows high performance with a variety of datasets and settings, including sparse input matrices. Individual boosting iterations are parallelised, combining two approaches. An interleaved approach is used for shallow trees, switching to a more conventional radix sort-based approach for larger depths. We show speedups of between 3x and 6x using a Titan X compared to a 4 core i7 CPU, and 1.2x using a Titan X compared to 2x Xeon CPUs (24 cores). We show that it is possible to process the Higgs dataset (10 million instances, 28 features) entirely within GPU memory. The algorithm is made available as a plug-in within the XGBoost library and fully supports all XGBoost features including classification, regression and ranking tasks.
      Date
      2017
      Type
      Journal Article
      Rights
      This article is published under Creative Commons CC-BY 4.0.
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      • Computing and Mathematical Sciences Papers [1455]
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