I am a completely new to XGboost. I attempted to make a first execution today with 5k samples and 700 features on a pretty strong machine (25 CPUs), but for some reason it was extremely slow. It took 10 minutes to run a single tree on 25 CPUs when I trained on 66% of the data (so 3300 observations, 700 features). In another execution, it took only 3 sec to train a single tree on 5% of the data (250 observations, 700 features). This is still a lot, but it seems the runtime increases dramatically with increased data (x12 increase in data, increased runtime by x200).I used the same configuration as this guy who trained 500 trees under a minute.What could I possibly be doing wrong?
Why is xgboost extremely slo wfor me?
scikit learn;xgboost