GPU-based training

All new implementations support training and prediction on one or more GPUs to achieve significant speedups. They are compatible with current CUDA-enabled GPUs. Installation requirements vary and are evolving quickly. The XGBoost and CatBoost implementations work for several current versions, but LightGBM may require local compilation (see GitHub for links to the relevant documentation).

The speedups depend on the library and the type of the data, and range from low, single-digit multiples to factors of several dozen. Activation of the GPU only requires the change of a task parameter and no other hyperparameter modifications.

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