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xgboost/demo/guide-python/sklearn_parallel.py  view on Meta::CPAN

import os

if __name__ == "__main__":
    # NOTE: on posix systems, this *has* to be here and in the
    # `__name__ == "__main__"` clause to run XGBoost in parallel processes
    # using fork, if XGBoost was built with OpenMP support. Otherwise, if you
    # build XGBoost without OpenMP support, you can use fork, which is the
    # default backend for joblib, and omit this.
    try:
        from multiprocessing import set_start_method
    except ImportError:
        raise ImportError("Unable to import multiprocessing.set_start_method."
                          " This example only runs on Python 3.4")
    set_start_method("forkserver")

    import numpy as np
    from sklearn.model_selection import GridSearchCV
    from sklearn.datasets import load_boston
    import xgboost as xgb

    rng = np.random.RandomState(31337)

    print("Parallel Parameter optimization")
    boston = load_boston()

    os.environ["OMP_NUM_THREADS"] = "2"  # or to whatever you want
    y = boston['target']
    X = boston['data']
    xgb_model = xgb.XGBRegressor()
    clf = GridSearchCV(xgb_model, {'max_depth': [2, 4, 6],
                                   'n_estimators': [50, 100, 200]}, verbose=1,
                       n_jobs=2)
    clf.fit(X, y)
    print(clf.best_score_)
    print(clf.best_params_)