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How to install XGBoost on OSX with multi-threaded

I am trying to install xgboost on my mac (osx 10.12.1), following the guide here , but I am facing some questions.

Step1

Get gcc-6.xx with openmp support brew install gcc --without-multilib

Terminal

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
🍺  /usr/local/Cellar/gcc/6.2.0: 1,358 files, 238.3M, built in 26 minutes 20 seconds

Step2

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

Terminal

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'

Step3

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

NOTE. If you are using OSX El Capitan, brew installs gcc latest version of gcc-6. Therefore, you may need to change 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 create using the following commands

Hmmm. Not quite sure what to do here. I see a file called "Makefile" inside xgboost/. Inside, I see a lot of things that I don’t understand, but these lines look relevant

Makefile ()

# 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

...

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

4 ( ?)

xgboost xgboost, library(devtools); install('xgboost/R-package') xgboost ( , xgboost).

R

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 ‘xgboost’ ...
** 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 ‘xgboost’
* removing ‘/Library/Frameworks/R.framework/Versions/3.3/Resources/library/xgboost’
* restoring previous ‘/Library/Frameworks/R.framework/Versions/3.3/Resources/library/xgboost’
Error: Command failed (1)

:( ?

+4
2

2019 , 3.5.3 R, 0.82.0.1 xgboost, . , .

  1. brew install cmake brew upgrade cmake ( cmake --version 3.14.0)
  2. brew install gcc brew upgrade gcc ( gcc, . /usr/local/bin. gcc 8.3.0 (gcc-8 --version))
  3. cd some/unimportant/directory
  4. git clone --recursive https://github.com/dmlc/xgboost
  5. cd xgboost/
  6. mkdir build
  7. cd build
  8. CC=gcc-8 CXX=g++-8 cmake.. -DR_LIB=ON
  9. make -j4
  10. sudo make install

/ RStudio

R

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)

, StackOverflow . , , ~/.R/Makevars

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


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

, xgboost "drat"

install.packages("drat", repos="https://cran.rstudio.com")
drat:::addRepo("dmlc")
install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
+3

- ( gcc) () , - ( , python)

3) ~/.R/Makevars

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

R xgboost OS X OpenMP?

4) xgboost/R-package/configure change ac_pkg_openmp yes https://github.com/dmlc/xgboost/issues/2503

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

0

Source: https://habr.com/ru/post/1662702/

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