xgboost 并行调参

Parallelism When Cross Validating XGBoost Models

This raises the question as to how cross validation should be configured:

• Disable multi-threading support in XGBoost and allow cross validation to run on all cores.
• Disable multi-threading support in cross validation and allow XGBoost to run on all cores.
• Enable multi-threading support for both XGBoost and Cross validation

结果"

Single Thread XGBoost, Parallel Thread CV: 359.854589  单线程xgboost， 并行线程交叉验证CV
Parallel Thread XGBoost, Single Thread CV: 330.498101  并行线程xgboost&单线程CV 比 单线程xgboost&并行线程交叉验证快
Parallel Thread XGBoost and CV: 313.382301 

参考：

http://www.tuicool.com/articles/RR7fArV