cuml VS hummingbird

sklearn can't, bit take a look at cuML (https://github.com/rapidsai/cuml ). It uses the same API as sklearn but executes on GPU.

As a companion to the other comments, I'd like to mention that the RAPIDS library cuML provides GPU-accelerated versions of quite a few of the algorithms mentioned in this thread (HDBSCAN, UMAP, SVM, PCA, {Exact, Approximate} Nearest Neighbors, DBSCAN, KMeans, etc.).

CuML

Did they implement the clustering algorithm themselves? cuML is a GPU-accelerated scikit-learn-like package that covers many of the common ML algorithms.

https://github.com/rapidsai/cuml

> cuML is a suite of libraries that implement machine learning algorithms and mathematical primitives functions that share compatible APIs with other RAPIDS projects. cuML enables data scientists, researchers, and software engineers to run traditional tabular ML tasks on GPUs without going into the details of CUDA programming. In most cases, cuML's Python API matches the API from scikit-learn. For large datasets, these GPU-based implementations can complete 10-50x faster than their CPU equivalents. For details on performance, see the cuML Benchmarks Notebook.

Cython code

Take a look at RAPIDS CUML https://github.com/rapidsai/cuml. It's useful for most common ML algorithms. Feel free to create Github issues for feature requests & bugs.

If are interested in just predictions you can try Hummingbird. It is part of the PyTorch ecosystem. We get already trained scikit-learn models and translate them into PyTorch models. From them you can run your model on any hardware support by PyTorch, export it into TVM, ONNX, etc. Performance on hardware acceleration is quite good (orders of magnitude better than scikit-learn is some cases)

I think Rapids AI's cuML tried to go into this direction (essentially scikit-learn on the GPU): https://docs.rapids.ai/api/cuml/stable/api.html#logistic-reg.... For some reason it never took really off though.

Btw., going on a tangent, you might like Hummingbird (https://github.com/microsoft/hummingbird). It allows you trained scikit-learn tree-based models to PyTorch. I watched the SciPy talk last year, and it's a super smart & elegant idea.

ONNX opens an avenue for direct inference using a number of languages and platforms. For example, a model could be run directly on Android to limit data sent to a third party service. ONNX is an exciting development with a lot of promise. Microsoft has also released Hummingbird which enables exporting traditional models (sklearn, decision trees, logistical regression..) to ONNX.

And Python.

For inference, you can convert your models to other formats that support GPU acceleration. See Hummingbird https://github.com/microsoft/hummingbird

The surprising thing is that Hummingbird can be faster than the GPU implementation of LightGBM (and XGBoost) if you use tensor compilers such as TVM. [The paper](https://www.usenix.org/conference/osdi20/presentation/nakandala) describes our findings. We have also open sourced the [benchmark code](https://github.com/microsoft/hummingbird/tree/main/benchmarks) so you try yourself!

I took their sample code from Github and tweaked it to spit out times for each model's prediction, as well as increase the number of rows to 5 million. I used Google's Colab and selected GPU for my hardware accelerator. This gives an option to run code on GPU, not that all computations will happen on the GPU.