关于 c:如何在 OSX 上使用多线程安装 XGBoost

How to install XGBoost on OSX with multi-threading

我正在尝试按照此处的指南在我的 mac (osx 10.12.1) 上安装 xgboost,但我遇到了一些问题。

步骤1

Obtain gcc-6.x.x with openmp support by brew install gcc --without-multilib

终端

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Ben$ brew install gcc --without-multilib
Error: gcc-5.3.0 already installed
To install this version, first `brew unlink gcc`

Ben$ brew unlink gcc
Unlinking /usr/local/Cellar/gcc/5.3.0... 1288 symlinks removed

Ben$ brew install gcc --without-multilib
[26 minutes later]
==> Summary
e??o  /usr/local/Cellar/gcc/6.2.0: 1,358 files, 238.3M, built in 26 minutes 20 seconds

第2步

Clone the repository git clone --recursive https://github.com/dmlc/xgboost

终端

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Ben$ git clone --recursive https://github.com/dmlc/xgboost
Cloning into 'xgboost'...
remote: Counting objects: 18754, done.
remote: Compressing objects: 100% (21/21), done.
remote: Total 18754 (delta 1), reused 0 (delta 0), pack-reused 18733
Receiving objects: 100% (18754/18754), 6.23 MiB | 3.74 MiB/s, done.
Resolving deltas: 100% (11347/11347), done.
Checking connectivity... done.
Submodule 'dmlc-core' (https://github.com/dmlc/dmlc-core) registered for path 'dmlc-core'
Submodule 'rabit' (https://github.com/dmlc/rabit) registered for path 'rabit'
Cloning into '/Users/Ben/xgboost/dmlc-core'...
Cloning into '/Users/Ben/xgboost/rabit'...
Submodule path 'dmlc-core': checked out 'f35f14f30835af238257b979cc1fac3e41ff3291'
Submodule path 'rabit': checked out 'a9a2a69dc1144180a43f7d2d1097264482be7817'

第三步

build using the following commands cd xgboost; cp make/config.mk ./config.mk; make -j4

NOTE: If you use OSX El Capitan, brew installs gcc the latest version gcc-6. So you may need to modify Makefile#L46 and change gcc-5 to gcc-6. After that change gcc-5/g++-5 to gcc-6/g++-6 in make/config.mk then build using the following commands

嗯。不完全确定在这里做什么。我在 xgboost/ 中看到一个名为 "Makefile" 的文件。在里面我看到了很多我不明白的东西,但是这些行看起来很相关

生成文件(片段)

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# on Mac OS X, force brew gcc-6, since the Xcode c++ fails anyway
# it is useful for pip install compiling-on-the-fly
OS := $(shell uname)
ifeq ($(OS), Darwin)
export CC = $(if $(shell which gcc-6),gcc-6,$(if $(shell which gcc-mp-6), gcc-mp-6, clang))
export CXX = $(if $(shell which g++-6),g++-6,$(if $(shell which g++-mp-6),g++-mp-6, clang++))
endif

将忽略这一点并继续前进……

终端

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Ben$ cd xgboost; cp make/config.mk ./config.mk; make -j4
[Tons of log output. Appears to finish succesfully]
...
g++-6 -std=c++0x -Wall -O3 -msse2  -Wno-unknown-pragmas -funroll-loops -Iinclude   -Idmlc-core/include -Irabit/include -fPIC -fopenmp -shared -o lib/libxgboost.so build/learner.o build/logging.o build/c_api/c_api.o build/c_api/c_api_error.o build/common/common.o build/data/data.o build/data/simple_csr_source.o build/data/simple_dmatrix.o build/data/sparse_page_dmatrix.o build/data/sparse_page_raw_format.o build/data/sparse_page_source.o build/data/sparse_page_writer.o build/gbm/gblinear.o build/gbm/gbm.o build/gbm/gbtree.o build/metric/elementwise_metric.o build/metric/metric.o build/metric/multiclass_metric.o build/metric/rank_metric.o build/objective/multiclass_obj.o build/objective/objective.o build/objective/rank_obj.o build/objective/regression_obj.o build/tree/tree_model.o build/tree/tree_updater.o build/tree/updater_colmaker.o build/tree/updater_histmaker.o build/tree/updater_prune.o build/tree/updater_refresh.o build/tree/updater_skmaker.o build/tree/updater_sync.o dmlc-core/libdmlc.a rabit/lib/librabit.a -pthread -lm  -fopenmp

Step4(这里有说明吗?)

If you would like to use the latest xgboost version and already
compiled xgboost, use library(devtools); install('xgboost/R-package')
to install manually xgboost package (change the path accordingly to
where you compiled xgboost).

新的 R 会话

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library(devtools)
install("/Users/Ben/xgboost/R-package")

Installing xgboost
'/Library/Frameworks/R.framework/Resources/bin/R' --no-site-file --no-environ --no-save --no-restore --quiet CMD INSTALL  \\
  '/Users/Ben/xgboost/R-package' --library='/Library/Frameworks/R.framework/Versions/3.3/Resources/library' --install-tests

* installing *source* package a€?xgboosta€? ...
** libs
g++-5 -std=c++11 -I/Library/Frameworks/R.framework/Resources/include -DNDEBUG -I../..//include -I../..//dmlc-core/include -I../..//rabit/include -I../../ -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0 -DDMLC_ENABLE_STD_THREAD=1 -DDMLC_DISABLE_STDIN=1 -DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1 -DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_ -I/usr/local/opt/llvm/include   -fopenmp  -fPIC  -Wall -mtune=core2 -g -O2 -c xgboost_R.cc -o xgboost_R.o
make: g++-5: No such file or directory
make: *** [xgboost_R.o] Error 1
ERROR: compilation failed for package a€?xgboosta€?
* removing a€?/Library/Frameworks/R.framework/Versions/3.3/Resources/library/xgboosta€?
* restoring previous a€?/Library/Frameworks/R.framework/Versions/3.3/Resources/library/xgboosta€?
Error: Command failed (1)

失败:(我哪里出错了?


更新的解决方案

截至 2019 年 3 月,R 版本 3.5.3,xgboost 版本 0.82.0.1,与我的旧答案相比,情况发生了变化。以下步骤基于此处的安装指南,但略有不同。

  • brew install cmakebrew upgrade cmake (cmake --version 为我显示 3.14.0)
  • brew install gccbrew upgrade gcc (注意安装的 gcc 版本。它应该位于 /usr/local/bin。我得到 gcc 8.3.0 (gcc-8 --version))
  • cd some/unimportant/directory
  • git clone --recursive https://github.com/dmlc/xgboost
  • cd xgboost/
  • mkdir build
  • cd build
  • CC=gcc-8 CXX=g++-8 cmake .. -DR_LIB=ON
  • make -j4
  • sudo make install
  • 现在重启/刷新 RStudio,它应该已经安装好了

    在 R 中测试

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    set.seed(222)
    N <- 2*10^5
    p <- 350
    x <- matrix(rnorm(N  * p), ncol = p)
    y <- rnorm(N)

    system.time(mymodel <- xgboost(
      # nthread = 4,
      data = x,
      label = y,
      nrounds = 5,
      objective ="reg:linear",
      tree_method ="exact",
      max_depth = 10,
      min_child_weight = 1,
      eta = 1,
      subsample = 0.66,
      colsample_bytree = 0.33
    ))

    # Tested on 2018 MPB, xgboost version 0.82.0.1, multi-threaded version
    # nthread = default:   7.4 seconds (elapsed)
    # nthread = 1:        24.0 seconds (elapsed)
    # nthread = 2:        13.7 seconds (elapsed)
    # nthread = 4:         7.5 seconds (elapsed)

    旧答案

    令人惊讶的是,在 StackOverflow 上写下您的问题通常会直接引导您找到答案。在花了几个小时之后,我发现我需要在 ~/.R/Makevars

    中更改这三行

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    CC=gcc-5
    CXX=g++-5
    CXX1X = g++-5

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    CC=gcc-6
    CXX=g++-6
    CXX1X = g++-6

    另外,我最终从"drat"仓库安装了 xgboost

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    install.packages("drat", repos="https://cran.rstudio.com")
    drat:::addRepo("dmlc")
    install.packages("xgboost", repos="http://dmlc.ml/drat/", type ="source")


    我的方法是在您的第一个(更新 gcc)和第二个(克隆)步骤之后,无需构建任何东西(它们适用于其他语言,如 python)

    3) 更新 ~/.R/Makevars

    https://github.com/dmlc/xgboost/issues/1136

    如何使 R 包 xgboost 在 OS X 中与 OpenMP 编译并行?

    4) 从克隆 xgboost/R-package/configure 将 ac_pkg_openmp 更改为 yes
    https://github.com/dmlc/xgboost/issues/2503

    5) 在 xgboost/R 封装类型 R CMD INSTALL .
    http://xgboost.readthedocs.io/en/latest/build.html#r-package-installation