Python 3.x 使用xgb和xgb分类器的CPU速度比GPU快

Python 3.x 使用xgb和xgb分类器的CPU速度比GPU快,python-3.x,gpu,cpu,xgboost,Python 3.x,Gpu,Cpu,Xgboost,我先道歉,因为我是初学者。我正在使用xgb和XGBclassifier使用XGBoost测试GPU和CPU。结果如下: passed time with xgb (gpu): 0.390s passed time with XGBClassifier (gpu): 0.465s passed time with xgb (cpu): 0.412s passed time with XGBClassifier (cpu): 0.421s 我想知道为什么CPU看起来比GPU

我先道歉,因为我是初学者。我正在使用xgb和XGBclassifier使用XGBoost测试GPU和CPU。结果如下:

   passed time with xgb (gpu): 0.390s
   passed time with XGBClassifier (gpu): 0.465s
   passed time with xgb (cpu): 0.412s
   passed time with XGBClassifier (cpu): 0.421s
我想知道为什么CPU看起来比GPU性能更好。 这是我的设置:

  • Python 3.6.1
  • 操作系统:Windows 10 64位
  • GPU:NVIDIA RTX 2070 Super 8gb vram(驱动程序更新至最新版本)
  • CUDA 10.1已安装
  • CPU i7 10700 2.9Ghz
  • 在Jupyter笔记本上运行
  • 通过pip安装xgboost 1.2.0的夜间版本
**还尝试使用预先构建的二进制轮子安装的xgboost版本,使用pip:相同问题

下面是我正在使用的测试代码(摘自):

我曾尝试合并Sklearn grid搜索,看看是否能在GPU上获得更快的速度,但结果比CPU慢得多:

passed time with XGBClassifier (gpu): 2457.510s
Best parameter (CV score=0.490):
{'xgbclass__alpha': 100, 'xgbclass__eta': 0.01, 'xgbclass__gamma': 0.2, 'xgbclass__max_depth': 5, 'xgbclass__n_estimators': 100}


passed time with XGBClassifier (cpu): 383.662s
Best parameter (CV score=0.487):
{'xgbclass__alpha': 100, 'xgbclass__eta': 0.1, 'xgbclass__gamma': 0.2, 'xgbclass__max_depth': 2, 'xgbclass__n_estimators': 20}
我使用的数据集有75k个观测值。你知道为什么我用GPU没有加速吗?数据集是否太小,无法从使用GPU中获得收益


任何帮助都将不胜感激。多谢各位

选择CPU vs GPU

神经网络的复杂性还取决于输入特征的数量,而不仅仅是隐藏层中的单位数量。如果您的隐藏层有50个单位,并且数据集中的每个观测值都有4个输入特征,那么您的网络很小(约200个参数)。如果每个观察结果都有5M个输入特征,就像在一些大的上下文中一样需要处理,那么你的网络在参数数量上是相当大的

根据我的观察,上面有一些参数需要处理,因此在GPU中需要花费大量时间

根据我个人的经验:

我曾经用CNN算法在GPU和CPU中训练一些图像进行预测 CPU在整个数据集上生成经过训练的模型所需的处理时间较低,但GPU需要更多的时间


访问

有趣的问题。正如您所注意到的,Github和官方网站上都有一些这样的例子:

还有其他人也提出了类似的问题:

看看这个

有几件事需要检查。文件指出:

树的构建(训练)和预测可以通过 具有CUDA功能的GPU

1.您的GPU CUDA是否已启用?

2.您使用的参数是否会受到GPU使用的影响? 请记住,只有某些参数受益于使用GPU。这些是:

是的。其中大部分都包含在超参数集中,这是一件好事

{subsample, sampling_method, colsample_bytree, colsample_bylevel, max_bin, gamma, gpu_id, predictor, grow_policy, monotone_constraints, interaction_constraints, single_precision_histogram}
3.您是否正在配置参数以使用GPU支持? 如果你看一下,你会发现其他方面可能有助于改善你的时间。例如,
updater
可以设置为
grow\u gpu\u hist
,这(注意,这是没有意义的,因为您设置了
tree\u方法
,但对于注释):

生长gpu历史:使用gpu生长树

在参数页面的底部,有启用的
gpu\u hist
的其他参数,特别是
deterministic\u直方图
(注意,这是没有意义的,因为它默认为
True
):

确定地在GPU上建立直方图。柱状图建筑不是 由于浮点的非关联性,因此具有确定性 总和我们采用预取整程序来缓解问题, 这可能会导致精度稍低。设置为false可禁用它

4.数据 我用一些数据做了一些有趣的实验。因为我无法访问您的数据,所以我使用了生成数据的
sklearn

我对您的脚本做了一些更改,但没有注意到任何更改:我更改了gpu与cpu示例上的超参数,我运行了100次,并取得了平均结果,等等。对我来说,似乎没有什么突出的地方。我记得我曾经使用
XGBoost
GPU vs CPU功能来加速一些分析,然而,我正在处理一个更大的数据集。

我稍微编辑了您的脚本以使用此数据,并开始更改数据集中
样本
特征
的数量(通过
n_样本
n_特征
参数)以观察对运行时的影响。似乎GPU将显著改善高维数据的训练时间,但多样本的批量数据并没有显著改善。请参见下面的脚本:

import xgboost as xgb, numpy, time
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split

xgb_gpu = []
xgbclassifier_gpu = []
xgb_cpu = []
xgbclassifier_cpu = []

n_samples = 75000
n_features = 500

for i in range(len(10)):
    n_samples += 10000
    n_features += 300
    # Make my own data since I do not have the data from the SO question
    X_train2, y_train = make_classification(n_samples=n_samples, n_features=n_features*0.9, n_informative=n_features*0.1,
                                            n_redundant=100, flip_y=0.10, random_state=8)

    # Keep script from OP intact
    param = {'max_depth':5, 'objective':'binary:logistic', 'subsample':0.8, 
                'colsample_bytree':0.8, 'eta':0.5, 'min_child_weight':1,
                'tree_method':'gpu_hist', 'gpu_id': 0
                }
    num_round = 100

    dtrain = xgb.DMatrix(X_train2, y_train)
    tic = time.time()
    model = xgb.train(param, dtrain, num_round)
    print('passed time with xgb (gpu): %.3fs'%(time.time()-tic))
    xgb_gpu.append(time.time()-tic)

    xgb_param = {'max_depth':5, 'objective':'binary:logistic', 'subsample':0.8, 
            'colsample_bytree':0.8, 'learning_rate':0.5, 'min_child_weight':1,
            'tree_method':'gpu_hist', 'gpu_id':0}
    model = xgb.XGBClassifier(**xgb_param)
    tic = time.time()
    model.fit(X_train2, y_train)
    print('passed time with XGBClassifier (gpu): %.3fs'%(time.time()-tic))
    xgbclassifier_gpu.append(time.time()-tic)

    param = {'max_depth':5, 'objective':'binary:logistic', 'subsample':0.8, 
            'colsample_bytree':0.8, 'eta':0.5, 'min_child_weight':1,
            'tree_method':'hist'}
    num_round = 100

    dtrain = xgb.DMatrix(X_train2, y_train)
    tic = time.time()
    model = xgb.train(param, dtrain, num_round)
    print('passed time with xgb (cpu): %.3fs'%(time.time()-tic))
    xgb_cpu.append(time.time()-tic)
    xgb_param = {'max_depth':5, 'objective':'binary:logistic', 'subsample':0.8, 
            'colsample_bytree':0.8, 'learning_rate':0.5, 'min_child_weight':1,
            'tree_method':'hist'}
    model = xgb.XGBClassifier(**xgb_param)
    tic = time.time()
    model.fit(X_train2, y_train)
    print('passed time with XGBClassifier (cpu): %.3fs'%(time.time()-tic))
    xgbclassifier_cpu.append(time.time()-tic)

import pandas as pd
df = pd.DataFrame({'XGB GPU': xgb_gpu, 'XGBClassifier GPU': xgbclassifier_gpu, 'XGB CPU': xgb_cpu, 'XGBClassifier CPU': xgbclassifier_cpu})
#df.to_csv('both_results.csv')
我在同一个数据集上分别和一起运行了这项更改(示例、功能)。见以下结果:

| Interval |  XGB GPU | XGBClassifier GPU |  XGB CPU | XGBClassifier CPU |      Metric      |
|:--------:|:--------:|:-----------------:|:--------:|:-----------------:|:----------------:|
|     0    |  11.3801 |      12.00785     | 15.20124 |      15.48131     | Changed Features |
|     1    | 15.67674 |      16.85668     | 20.63819 |      22.12265     | Changed Features |
|     2    | 18.76029 |      20.39844     | 33.23108 |      32.29926     | Changed Features |
|     3    |  23.147  |      24.91953     | 47.65588 |      44.76052     | Changed Features |
|     4    | 27.42542 |      29.48186     | 50.76428 |      55.88155     | Changed Features |
|     5    | 30.78596 |      33.03594     |  71.4733 |      67.24275     | Changed Features |
|     6    | 35.03331 |      37.74951     | 77.68997 |      75.61216     | Changed Features |
|     7    | 39.13849 |      42.17049     | 82.95307 |      85.83364     | Changed Features |
|     8    | 42.55439 |      45.90751     | 92.33368 |      96.72809     | Changed Features |
|     9    | 46.89023 |      50.57919     | 105.8298 |      107.3893     | Changed Features |
|     0    | 7.013227 |      7.303488     | 6.998254 |      9.733574     |    No Changes    |
|     1    | 6.757523 |      7.302388     | 5.714839 |      6.805287     |    No Changes    |
|     2    | 6.753428 |      7.291906     | 5.899611 |      6.603533     |    No Changes    |
|     3    | 6.749848 |      7.293555     | 6.005773 |      6.486256     |    No Changes    |
|     4    | 6.755352 |      7.297607     | 5.982163 |      8.280619     |    No Changes    |
|     5    | 6.756498 |      7.335412     | 6.321188 |      7.900422     |    No Changes    |
|     6    | 6.792402 |      7.332112     |  6.17904 |      6.443676     |    No Changes    |
|     7    | 6.786584 |      7.311666     | 7.093638 |      7.811417     |    No Changes    |
|     8    |  6.7851  |      7.30604      | 5.574762 |      6.045969     |    No Changes    |
|     9    | 6.789152 |      7.309363     | 5.751018 |      6.213471     |    No Changes    |
|     0    | 7.696765 |      8.03615      | 6.175457 |      6.764809     |  Changed Samples |
|     1    | 7.914885 |      8.646722     | 6.997217 |      7.598789     |  Changed Samples |
|     2    | 8.489555 |       9.2526      | 6.899783 |      7.202334     |  Changed Samples |
|     3    | 9.197605 |      10.02934     | 7.511708 |      7.724675     |  Changed Samples |
|     4    |  9.73642 |      10.64056     | 7.918493 |      8.982463     |  Changed Samples |
|     5    | 10.34522 |      11.31103     | 8.524865 |      9.403711     |  Changed Samples |
|     6    | 10.94025 |      11.98357     | 8.697257 |      9.49277      |  Changed Samples |
|     7    | 11.80717 |      12.93195     | 8.734307 |      10.79595     |  Changed Samples |
|     8    | 12.18282 |      13.38646     | 9.175231 |      10.33532     |  Changed Samples |
|     9    | 13.05499 |      14.33106     | 11.04398 |      10.50722     |  Changed Samples |
|     0    | 12.43683 |      13.19787     | 12.80741 |      13.86206     |   Changed Both   |
|     1    | 18.59139 |      20.01569     | 25.61141 |      35.37391     |   Changed Both   |
|     2    | 24.37475 |      26.44214     | 40.86238 |      42.79259     |   Changed Both   |
|     3    | 31.96762 |      34.75215     |  68.869  |      59.97797     |   Changed Both   |
|     4    | 41.26578 |      44.70537     | 83.84672 |      94.62811     |   Changed Both   |
|     5    | 49.82583 |      54.06252     |  109.197 |      108.0314     |   Changed Both   |
|     6    | 59.36528 |      64.60577     | 131.1234 |      140.6352     |   Changed Both   |
|     7    | 71.44678 |      77.71752     | 156.1914 |      161.4897     |   Changed Both   |
|     8    | 81.79306 |      90.56132     | 196.0033 |      193.4111     |   Changed Both   |
|     9    | 94.71505 |      104.8044     | 215.0758 |      224.6175     |   Changed Both   |
无变化

线性增加特征计数

线性增加样本数

线性增加样本+特征

随着我开始更多的研究;这是有道理的众所周知,GPU可以很好地与高维数据进行缩放,如果您的数据是高维的,那么您将看到训练时间的改进是有意义的。请参见以下示例:


虽然我们不能确定如果不访问您的数据,GPU的硬件功能似乎可以在您的数据支持下显著提高性能,考虑到您拥有的数据的大小和形状,情况似乎并非如此。

这显然与您使用的学习问题和超参数有关。我可以验证我有两个不同的数据集,其中一个数据集在GPU上的训练速度更快,另一个数据集的训练速度较慢

具体来说,xgboost提供了一个基准

python测试/benchmark/benchmark\u tree.py--tree\u method=gpu\u hist
python测试/benchmark/benchmark\u tree.py--tree\u method=hist
在我的硬件上,
gpu\hist
hist
快4倍

| Interval |  XGB GPU | XGBClassifier GPU |  XGB CPU | XGBClassifier CPU |      Metric      |
|:--------:|:--------:|:-----------------:|:--------:|:-----------------:|:----------------:|
|     0    |  11.3801 |      12.00785     | 15.20124 |      15.48131     | Changed Features |
|     1    | 15.67674 |      16.85668     | 20.63819 |      22.12265     | Changed Features |
|     2    | 18.76029 |      20.39844     | 33.23108 |      32.29926     | Changed Features |
|     3    |  23.147  |      24.91953     | 47.65588 |      44.76052     | Changed Features |
|     4    | 27.42542 |      29.48186     | 50.76428 |      55.88155     | Changed Features |
|     5    | 30.78596 |      33.03594     |  71.4733 |      67.24275     | Changed Features |
|     6    | 35.03331 |      37.74951     | 77.68997 |      75.61216     | Changed Features |
|     7    | 39.13849 |      42.17049     | 82.95307 |      85.83364     | Changed Features |
|     8    | 42.55439 |      45.90751     | 92.33368 |      96.72809     | Changed Features |
|     9    | 46.89023 |      50.57919     | 105.8298 |      107.3893     | Changed Features |
|     0    | 7.013227 |      7.303488     | 6.998254 |      9.733574     |    No Changes    |
|     1    | 6.757523 |      7.302388     | 5.714839 |      6.805287     |    No Changes    |
|     2    | 6.753428 |      7.291906     | 5.899611 |      6.603533     |    No Changes    |
|     3    | 6.749848 |      7.293555     | 6.005773 |      6.486256     |    No Changes    |
|     4    | 6.755352 |      7.297607     | 5.982163 |      8.280619     |    No Changes    |
|     5    | 6.756498 |      7.335412     | 6.321188 |      7.900422     |    No Changes    |
|     6    | 6.792402 |      7.332112     |  6.17904 |      6.443676     |    No Changes    |
|     7    | 6.786584 |      7.311666     | 7.093638 |      7.811417     |    No Changes    |
|     8    |  6.7851  |      7.30604      | 5.574762 |      6.045969     |    No Changes    |
|     9    | 6.789152 |      7.309363     | 5.751018 |      6.213471     |    No Changes    |
|     0    | 7.696765 |      8.03615      | 6.175457 |      6.764809     |  Changed Samples |
|     1    | 7.914885 |      8.646722     | 6.997217 |      7.598789     |  Changed Samples |
|     2    | 8.489555 |       9.2526      | 6.899783 |      7.202334     |  Changed Samples |
|     3    | 9.197605 |      10.02934     | 7.511708 |      7.724675     |  Changed Samples |
|     4    |  9.73642 |      10.64056     | 7.918493 |      8.982463     |  Changed Samples |
|     5    | 10.34522 |      11.31103     | 8.524865 |      9.403711     |  Changed Samples |
|     6    | 10.94025 |      11.98357     | 8.697257 |      9.49277      |  Changed Samples |
|     7    | 11.80717 |      12.93195     | 8.734307 |      10.79595     |  Changed Samples |
|     8    | 12.18282 |      13.38646     | 9.175231 |      10.33532     |  Changed Samples |
|     9    | 13.05499 |      14.33106     | 11.04398 |      10.50722     |  Changed Samples |
|     0    | 12.43683 |      13.19787     | 12.80741 |      13.86206     |   Changed Both   |
|     1    | 18.59139 |      20.01569     | 25.61141 |      35.37391     |   Changed Both   |
|     2    | 24.37475 |      26.44214     | 40.86238 |      42.79259     |   Changed Both   |
|     3    | 31.96762 |      34.75215     |  68.869  |      59.97797     |   Changed Both   |
|     4    | 41.26578 |      44.70537     | 83.84672 |      94.62811     |   Changed Both   |
|     5    | 49.82583 |      54.06252     |  109.197 |      108.0314     |   Changed Both   |
|     6    | 59.36528 |      64.60577     | 131.1234 |      140.6352     |   Changed Both   |
|     7    | 71.44678 |      77.71752     | 156.1914 |      161.4897     |   Changed Both   |
|     8    | 81.79306 |      90.56132     | 196.0033 |      193.4111     |   Changed Both   |
|     9    | 94.71505 |      104.8044     | 215.0758 |      224.6175     |   Changed Both   |