lightGBM GPU支持的安装、验证方法

以下基于ubuntu 16.04 python 3.6.5安装测试成功

1、安装软件依赖

sudo apt-get install --no-install-recommends git cmake build-essential libboost-dev libboost-system-dev libboost-filesystem-dev

2、安装python库

pip install setuptools wheel numpy scipy scikit-learn -U

3、安装lightGBM-GPU

sudo pip3 install lightgbm --install-option=--gpu --install-option="--opencl-include-dir=/usr/local/cuda/include/" --install-option="--opencl-library=/usr/local/cuda/lib64/libOpenCL.so"

4、测试

编写测试脚本

import lightgbm as lgb
import time


params = {'max_bin': 63,
'num_leaves': 255,
'learning_rate': 0.1,
'tree_learner': 'serial',
'task': 'train',
'is_training_metric': 'false',
'min_data_in_leaf': 1,
'min_sum_hessian_in_leaf': 100,
'ndcg_eval_at': [1,3,5,10],
'sparse_threshold': 1.0,
'nthread': 1,
'device': 'gpu',
'gpu_platform_id': 0,
'gpu_device_id': 0}


dtrain = lgb.Dataset('train.libsvm')
t0 = time.time()
gbm = lgb.train(params, train_set=dtrain, num_boost_round=100,
          valid_sets=None, valid_names=None,
          fobj=None, feval=None, init_model=None,
          feature_name='auto', categorical_feature='auto',
          early_stopping_rounds=None, evals_result=None,
          verbose_eval=True,
          keep_training_booster=False, callbacks=None)
t1 = time.time()

print('gpu version elapse time: {}'.format(t1-t0))


params = {'max_bin': 63,
'num_leaves': 255,
'learning_rate': 0.1,
'tree_learner': 'serial',
'task': 'train',
'is_training_metric': 'false',
'min_data_in_leaf': 1,
'min_sum_hessian_in_leaf': 100,
'ndcg_eval_at': [1,3,5,10],
'sparse_threshold': 1.0,
'nthread': 1,
'device': 'cpu'
}

t0 = time.time()
gbm = lgb.train(params, train_set=dtrain, num_boost_round=100,
          valid_sets=None, valid_names=None,
          fobj=None, feval=None, init_model=None,
          feature_name='auto', categorical_feature='auto',
          early_stopping_rounds=None, evals_result=None,
          verbose_eval=True,
          keep_training_booster=False, callbacks=None)
t1 = time.time()

print('cpu version elapse time: {}'.format(t1-t0))

 

CPU 32s  vs  CPU 8s

 

 

Error: No OpenCL Device Found

mkdir -p /etc/OpenCL/vendors && echo "libnvidia-opencl.so.1" > /etc/OpenCL/vendors/nvidia.icd

 

 

 

参考：https://www.kaggle.com/kirankunapuli/ieee-fraud-lightgbm-with-gpu