Exact xgboost and Fast Histogram xgboost training speed comparison

Did you ever wanted to compare “unfairly” Exact xgboost and Fast Histogram xgboost? Here you are served.

How unfair our comparisons will be? We are using our results from our series:

This post is mainly for the “eyes” of the reader.

Comparison Setup

Hardware Virtualization

Three servers with their best cumulated runs used:

  • i7–3930K, 6 cores, 12 threads, 3.9/3.5GHz, VMware virtualization
  • i7–7700K, 4 cores, 8 threads, 5.0/4.7GHz, KVM virtualization
  • Dual Quanta Freedom Ivy Bridge, 20 cores, 40 threads, 3.1/2.7GHz, KVM virtualization, NUMA fully optimized

Software Setup

Exact xgboost:

gc(verbose = FALSE)
set.seed(11111)
temp_model <- xgb.train(data = xgb_data,
nthread = i,
nrounds = 50,
max_leaves = 255,
#max_depth = 6,
eta = 0.20,
tree_method = "exact",
#max_bin = 255,
booster = "gbtree",
objective = "binary:logistic",
verbose = 2)

Fast Histogram xgboost:

gc(verbose = FALSE)
set.seed(11111)
temp_model <- xgb.train(data = xgb_data,
nthread = i,
nrounds = 200,
max_leaves = 255,
max_depth = 12,
eta = 0.05,
tree_method = "hist",
max_bin = 255,
booster = "gbtree",
objective = "binary:logistic",
verbose = 2)

Benchmarking unfairly xgboost: Exact vs Fast Histogram

Remember you are doing the comparison for yourself and to please your mind! (or maybe you really want to compare because you want to know…)

i7–3930K: Best Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

i7–3930K: All Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

i7–7700K: Best Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

i7–7700K: All Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

Dual Xeon: Best Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

Dual Xeon: All Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

All Together: Best Runs

  • Unfair fast histogram xgboost is kicking exact xgboost as expected.

Need more? We will have soon a comparison versus a Baremetal Linux with a i7–7700K, and we will be also able to compare with AMD Ryzen 7 1700!

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