Unable to install XGBoost from source in my Windows 10

Hi,

I did the following to build from source

cd github\xgboost\build
cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON
--->> ========== Build: 5 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========
cmake --build . --target xgboost --config Release
cd ../python-package
python setup.py install --use-cuda

now, I facing the following problem

(test_xgboost) F:\github\xgboost\python-package>python
Python 3.8.13 (default, Mar 28 2022, 06:59:08) [MSC v.1916 64 bit (AMD64)] :: Anaconda, Inc. on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> from xgboost import XGBClassifier; classifier = XGBClassifier(tree_method='gpu_hist'); classifier.fit([[1]], [0])
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "F:\github\xgboost\python-package\xgboost\core.py", line 532, in inner_f
    return f(**kwargs)
  File "F:\github\xgboost\python-package\xgboost\sklearn.py", line 1400, in fit
    self._Booster = train(
  File "F:\github\xgboost\python-package\xgboost\core.py", line 532, in inner_f
    return f(**kwargs)
  File "F:\github\xgboost\python-package\xgboost\training.py", line 181, in train
    bst.update(dtrain, i, obj)
  File "F:\github\xgboost\python-package\xgboost\core.py", line 1733, in update
    _check_call(_LIB.XGBoosterUpdateOneIter(self.handle,
  File "F:\github\xgboost\python-package\xgboost\core.py", line 203, in _check_call
    raise XGBoostError(py_str(_LIB.XGBGetLastError()))
xgboost.core.XGBoostError: parallel_for failed: cudaErrorNoKernelImageForDevice: no kernel image is available for execution on the device

I have the following:

(test_xgboost) F:\github\xgboost\python-package>nvcc -V output
nvcc: NVIDIA (R) Cuda compiler driver
Copyright (c) 2005-2021 NVIDIA Corporation
Built on Mon_Oct_11_22:11:21_Pacific_Daylight_Time_2021
Cuda compilation tools, release 11.4, V11.4.152
Build cuda_11.4.r11.4/compiler.30521435_0

(test_xgboost) F:\github\xgboost\python-package>wmic path win32_VideoController get name
Name
NVIDIA GeForce 940MX
Intel(R) HD Graphics 620

What can cause that issue?

is it because

(rapids-22.06) diego@DESKTOP-EHL7RHF:~$ python -c "from xgboost import XGBClassifier; classifier = XGBClassifier(tree_method='gpu_hist'); classifier.fit([[1]], [0])"
/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/cudf/utils/gpu_utils.py:88: UserWarning: A GPU with NVIDIA Pascalâ„¢ (Compute Capability 6.0) or newer architecture is required.
Detected GPU 0: NVIDIA GeForce 940MX                                                                                                                                                                                                            
Detected Compute Capability: 5.0
  warnings.warn(
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/xgboost/core.py", line 532, in inner_f
    return f(**kwargs)
  File "/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/xgboost/sklearn.py", line 1400, in fit
    self._Booster = train(
  File "/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/xgboost/core.py", line 532, in inner_f
    return f(**kwargs)
  File "/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/xgboost/training.py", line 181, in train
    bst.update(dtrain, i, obj)
  File "/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/xgboost/core.py", line 1733, in update
    _check_call(_LIB.XGBoosterUpdateOneIter(self.handle,
  File "/home/diego/miniconda3/envs/rapids-22.06/lib/python3.8/site-packages/xgboost/core.py", line 203, in _check_call
    raise XGBoostError(py_str(_LIB.XGBGetLastError()))
xgboost.core.XGBoostError: parallel_for failed: cudaErrorNoKernelImageForDevice: no kernel image is available for execution on the device
(rapids-22.06) diego@DESKTOP-EHL7RHF:~$