Skforecast in GPU¶

Traditionally, machine learning algorithms are executed on CPUs (Central Processing Units), which are general-purpose processors that are designed to handle a wide range of tasks. However, CPUs are not optimized for the highly parallelized matrix operations that are required by many machine learning algorithms, which can result in slow training times and limited scalability. GPUs, on the other hand, are designed specifically for parallel processing and can perform thousands of mathematical operations simultaneously, making them ideal for training and deploying large-scale machine learning models.

Two popular machine learning libraries that have implemented GPU acceleration are XGBoost and LightGBM. These libraries are used for building gradient boosting models, which are a type of machine learning algorithm that is highly effective for a wide range of tasks, including forecasting. With GPU acceleration, these libraries can significantly reduce the training time required to build these models and improve their scalability.

Despite the significant advantages offered by GPUs (specifically Nvidia GPUs) in accelerating machine learning computations, access to them is often limited due to high costs or other practical constraints. Fortunatelly, Google Colaboratory (Colab), a free Jupyter notebook environment, allows users to run Python code in the cloud, with access to powerful hardware resources such as GPUs. This makes it an excellent platform for experimenting with machine learning models, especially those that require intensive computations.

The following sections demonstrate how to install and use XGBoost and LightGBM with GPU acceleration to create powerful forecasting models.