Support GPU acceleration?

[hhaootian]

Describe the issue

Does LCE support GPU acceleration? One example in XGBoost is to set tree_method as gpu_hist, but I did not find this param in LCE.

Explain the improvement

No response

[LocalCascadeEnsemble]

Hello,

Thank you for your message.

No, LCE current implementation does not support GPU.
LCE depends on scikit-learn, which does not support GPU as of today (http://scikit-learn.org/stable/faq.html#will-you-add-gpu-support).
I will follow the development on this aspect.

Best,

[Victordmz]

tree_method='gpu_hist' is very easy to add to all the XGBoost initializations in _xgboost.py, for instance here.