Distributed training with XGBoost and Dask.distributed
This repository enables you to perform distributed training with XGBoost on Dask.array and Dask.dataframe collections.
pip install dask-xgboost
from dask.distributed import Client
client = Client('scheduler-address:8786') # connect to cluster
import dask.dataframe as dd
df = dd.read_csv('...') # use dask.dataframe to load and
df_train = ... # preprocess data
labels_train = ...
import dask_xgboost as dxgb
params = {'objective': 'binary:logistic', ...} # use normal xgboost params
bst = dxgb.train(client, params, df_train, labels_train)
>>> bst # Get back normal XGBoost result
<xgboost.core.Booster at ... >
predictions = dxgb.predict(client, bsg, data_test)
For more information on using Dask.dataframe for preprocessing see the Dask.dataframe documentation.
Once you have created suitable data and labels we are ready for distributed
training with XGBoost. Every Dask worker sets up an XGBoost slave and gives
them enough information to find each other. Then Dask workers hand their
in-memory Pandas dataframes to XGBoost (one Dask dataframe is just many Pandas
dataframes spread around the memory of many machines). XGBoost handles
distributed training on its own without Dask interference. XGBoost then hands
back a single xgboost.Booster
result object.
For a more serious example see
Conversation during development happened at dmlc/xgboost #2032