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GPU Support for pred_leaf #5847

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bmc2-stripe opened this issue Jul 1, 2020 · 0 comments · Fixed by #6187
Closed

GPU Support for pred_leaf #5847

bmc2-stripe opened this issue Jul 1, 2020 · 0 comments · Fixed by #6187
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@bmc2-stripe
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bmc2-stripe commented Jul 1, 2020

This request is to add GPU support for prediction with leaf ids.

Our use case is to train a GBM model using XGBoost, then feed its leaf ids into another model. We find that running .predict with pred_leaf=True over our dataset is much slower than training hundreds of trees (on GPU) on the same dataset. I suspect this is because while training is GPU-accelerated (which is awesome!), prediction is not (0).

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