Accelerating the XGBoost algorithm using GPU computing

A fronteira final em relação ao uso com GPU de um dos mais poderosos algoritmos de todos os tempos está aqui.

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 GPU and shows high performance with a variety of datasets and settings, including sparse input matrices. Individual boosting iterations are parallelized, 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 3-6x 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. 

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Accelerating the XGBoost algorithm using GPU computing

Deep Learning AMI Amazon Web Services

Para quem quer escalar processamento em Machine Learning e não tem grana para comprar GPUs, o Deep Learning AMI da Amazon é uma ótima alternativa em termos de custos.

The Deep Learning AMI is an Amazon Linux image supported and maintained by Amazon Web Services for use on Amazon Elastic Compute Cloud (Amazon EC2). It is designed to provide a stable, secure, and high performance execution environment for deep learning applications running on Amazon EC2. It includes popular deep learning frameworks, including MXNet, Caffe, Tensorflow, Theano, CNTK and Torch as well as packages that enable easy integration with AWS, including launch configuration tools and many popular AWS libraries and tools. It also includes the Anaconda Data Science Platform for Python2 and Python3. Amazon Web Services provides ongoing security and maintenance updates to all instances running the Amazon Linux AMI. The Deep Learning AMI is provided at no additional charge to Amazon EC2 users.

The AMI Ids for the Deep Learning Amazon Linux AMI are the following:
us-east-1 : ami-e7c96af1
us-west-2: ami-dfb13ebf
eu-west-1: ami-6e5d6808

Release tags/Branches used for the DW Frameworks:
MXNet : v0.9.3 tag
Tensorflow : v1.0.0 tag
Theano : rel-0.8.2 tag
Caffe : rc5 tag
CNTK : v2.0beta12.0 tag
Torch : master branch
Keras : 1.2.2 tag

Deep Learning AMI Amazon Web Services