How to unlock the fast training of xgboost models in Python using a GPU

In this article, I want to go along with the steps that are needed to train xgboost models using a GPU and not the default CPU.

Additionally, an analysis of how the training speeds are influenced by the sizes of the matrices and certain hyperparameters is presented as well.

Feel free to clone or fork all the code from here: https://github.com/Eligijus112/xgboost-regression-gpu.

In order to train machine learning models on a GPU you need to have on your machine, well, a Graphical Processing Unit — GPU - a graphics card. By default, machine learning frameworks search for a Central Processing Unit — CPU — inside a computer.

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