XGBoost使用cuda警告：Falling back to prediction using DMatrix due to mismatched devices

问题出现

使用XGBoost时，开启cuda模式，混用CPU张量和GPU张量时，将出现这样的错误：

UserWarning: [17:42:01] WARNING: C:\buildkite-agent\builds\buildkite-windows-cpu-autoscaling-group-i-0b3782d1791676daf-1\xgboost\xgboost-ci-windows\src\common\error_msg.cc:58: Falling back to prediction using DMatrix due to mismatched devices. This might lead to higher memory usage and slower performance. XGBoost is

running on: cpu, while the input data is on: cuda:0.

Potential solutions:

- Use a data structure that matches the device ordinal in the booster.

- Set the device for booster before call to inplace_predict.

This warning will only be shown once.

  warnings.warn(smsg, UserWarning)

问题解决

通过警告内容的“潜在解决方案”提示，我们可以通过调整数据结构（将适配CPU的数组调整到适应GPU的数组）或将设备修改回CPU即可解决。我们不妨采用GPU数组的方法，这时候，需要安装CuPy进行支持（安装的时候要指定本地CUDA版本，具体参见他们的官方文档：Installation — CuPy 13.1.0 documentation）。

两种类型的数组测试代码如下：

import cupy as cp
import xgboost as xgb
from sklearn.datasets import make_regression

X, y = make_regression()

reg = xgb.XGBRegressor()
reg.fit(X, y)

# No warning, reg and X are on CPU
reg.predict(X)

# Put X into GPU
X = cp.array(X)
# Put reg to GPU
reg.set_params(device="cuda")
# No warning, both on GPU
reg.predict(X)

# Warning, reg is on CPU, but X on GPU
reg.set_params(device="cpu")
reg.predict(X)

X = cp.asnumpy(X)
reg.set_params(device="cuda")
# Warning, reg is on GPU, but X on CPU
reg.predict(X)