Intel Compiler Benchmarks

xgboost

• Versions used: commit 8f6aadd
• Flags used:
  • gcc: -O3 -mtune=native
  • icc: -O3 -ipo -qopenmp -xHost -fPIC

LightGBM

• Versions used: commit 3f54429
• Flags used:
  • gcc: -O3 -mtune=native
  • icc: -O3 -ipo -qopenmp -xHost -fPIC

xgboost

Installing xgboost is specific to be done in bash:

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

cd xgboost

git checkout 8f6aadd

cd R-package

In src/Makevars.in, add -DUSE_AVX=ON at line 11.

Then compile xgboost:

R

install.packages('.', repos = NULL, type = "source")

LightGBM

For LightGBM, this also requires a specific installation in bash:

git clone --recursive https://github.com/Microsoft/LightGBM

cd LightGBM

git checkout 3f54429

cd R-package

In src/Makevars.in, replace cmake_cmd content line 50 by: "cmake -DCMAKE_C_COMPILER=icc -DCMAKE_CXX_COMPILER=icpc ":

Then compile LightGBM:

R CMD INSTALL --build . --no-multiarch

xgboost

Hyperparameters, average of 5 runs (approximately 48h):

• Depth: 8
• Leaves: 255
• Hessian: 1
• Minimum Loss to split: 0
• Column Sampling: 100%
• Row Sampling: 100%
• Iterations: 10
• Learning Rate: 0.25
• Boosting method: gbdt, fast histogram
• Bins: 255
• Loss function: binary:logistic

Note: the timing takes into account the binning construction time, which is approximately 50% to 70% of the xgboost timing.

It takes 13 minutes with 1 thread, 2 minutes with 64 threads.

LightGBM

Hyperparameters, average of 5 runs (approximately 14h):

• Depth: 8
• Leaves: 255
• Hessian: 1
• Minimum Loss to split: 0
• Column Sampling: 100%
• Row Sampling: 100%
• Iterations: 10
• Learning Rate: 0.25
• Boosting method: gbdt
• Bins: 255
• Loss function: binary

Note: the timing does not take into account the binning construction time.

It takes 16 minutes using 1 thread, 23 seconds using 64 threads.

Use the Performance Analysis if you expect to compare timings data.

Check interactively on Tableau Public:

https://public.tableau.com/views/IntelCompilervsgcc5_4and8_1v1/Dashboard?:bootstrapWhenNotified=true&:display_count=y&:display_static_image=y&:embed=y&:showVizHome=no&publish=yes

Provided dynamic and interactive filters:

• Threads

Use the Performance Analysis if you expect to compare timings data.

Check interactively on Tableau Public:

https://public.tableau.com/views/IntelCompilervsgccv1/Dashboard?:bootstrapWhenNotified=true&:display_count=y&:display_static_image=y&:embed=y&:showVizHome=no&publish=yes

Provided dynamic and interactive filters:

• Threads