I installed pre-built xgboost for GPU from https://xgboost.readthedocs.io/en/latest/build.html
I ran the demo cover_type.py to test, the result is GPU Training is slower than CPU Training:
output of cover_type.py
GPU Training Time: 104.22758913040161 seconds
…
CPU Training Time: 80.01015758514404 seconds
…
My environment info:
window 10 home
conda 4.9.2
python 3.8.5
xgboost 1.4.0-SNAPSHOT
scikit-learn 0.23.2
GeForce GTX 1660 Ti
CUDA Version: 11.1