Unverified Commit 6b6709b9 authored by Guolin Ke's avatar Guolin Ke Committed by GitHub
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[docs] update latest benchmark results (#2887)



* Update Experiments.rst

* Update docs/Experiments.rst

* Update Experiments.rst

* Update Experiments.rst

* fix  extra -> exact and some grammar
Co-authored-by: default avatarNikita Titov <nekit94-08@mail.ru>
parent bcad692e
...@@ -6,6 +6,13 @@ Comparison Experiment ...@@ -6,6 +6,13 @@ Comparison Experiment
For the detailed experiment scripts and output logs, please refer to this `repo`_. For the detailed experiment scripts and output logs, please refer to this `repo`_.
History
^^^^^^^
08 Mar, 2020: update according to the latest master branch (`1b97eaf <https://github.com/dmlc/xgboost/commit/1b97eaf7a74315bfa2c132d59f937a35408bcfd1>`__ for XGBoost, `bcad692 <https://github.com/microsoft/LightGBM/commit/bcad692e263e0317cab11032dd017c78f9e58e5f>`__ for LightGBM). (``xgboost_exact`` is not updated for it is too slow.)
27 Feb, 2017: first version.
Data Data
^^^^ ^^^^
...@@ -28,12 +35,12 @@ We used 5 datasets to conduct our comparison experiments. Details of data are li ...@@ -28,12 +35,12 @@ We used 5 datasets to conduct our comparison experiments. Details of data are li
Environment Environment
^^^^^^^^^^^ ^^^^^^^^^^^
We ran all experiments on a single Linux server with the following specifications: We ran all experiments on a single Linux server (Azure ND24s) with the following specifications:
+------------------+-----------------+---------------------+ +------------------+-----------------+---------------------+
| OS | CPU | Memory | | OS | CPU | Memory |
+==================+=================+=====================+ +==================+=================+=====================+
| Ubuntu 14.04 LTS | 2 \* E5-2670 v3 | DDR4 2133Mhz, 256GB | | Ubuntu 16.04 LTS | 2 \* E5-2690 v4 | 448GB |
+------------------+-----------------+---------------------+ +------------------+-----------------+---------------------+
Baseline Baseline
...@@ -96,23 +103,24 @@ Result ...@@ -96,23 +103,24 @@ Result
Speed Speed
''''' '''''
We compared speed using only the training task without any test or metric output. We didn't count the time for IO. We compared speed using only the training task without any test or metric output. We didn't count the time for IO.
For the ranking tasks, since XGBoost and LightGBM implement different ranking objective functions, we used ``regression`` objective for speed benchmark, for the fair comparison.
The following table is the comparison of time cost: The following table is the comparison of time cost:
+-----------+-----------+---------------+------------------+ +-----------+-----------+---------------+---------------+
| Data | xgboost | xgboost\_hist | LightGBM | | Data | xgboost | xgboost\_hist | LightGBM |
+===========+===========+===============+==================+ +===========+===========+===============+===============+
| Higgs | 3794.34 s | 551.898 s | **238.505513 s** | | Higgs | 3794.34 s | 165.575 s | **130.094 s** |
+-----------+-----------+---------------+------------------+ +-----------+-----------+---------------+---------------+
| Yahoo LTR | 674.322 s | 265.302 s | **150.18644 s** | | Yahoo LTR | 674.322 s | 131.462 s | **76.229 s** |
+-----------+-----------+---------------+------------------+ +-----------+-----------+---------------+---------------+
| MS LTR | 1251.27 s | 385.201 s | **215.320316 s** | | MS LTR | 1251.27 s | 98.386 s | **70.417 s** |
+-----------+-----------+---------------+------------------+ +-----------+-----------+---------------+---------------+
| Expo | 1607.35 s | 588.253 s | **138.504179 s** | | Expo | 1607.35 s | 137.65 s | **62.607 s** |
+-----------+-----------+---------------+------------------+ +-----------+-----------+---------------+---------------+
| Allstate | 2867.22 s | 1355.71 s | **348.084475 s** | | Allstate | 2867.22 s | 315.256 s | **148.231 s** |
+-----------+-----------+---------------+------------------+ +-----------+-----------+---------------+---------------+
LightGBM ran faster than xgboost on all experiment data sets. LightGBM ran faster than xgboost on all experiment data sets.
...@@ -124,27 +132,27 @@ We computed all accuracy metrics only on the test data set. ...@@ -124,27 +132,27 @@ We computed all accuracy metrics only on the test data set.
+-----------+-----------------+----------+-------------------+--------------+ +-----------+-----------------+----------+-------------------+--------------+
| Data | Metric | xgboost | xgboost\_hist | LightGBM | | Data | Metric | xgboost | xgboost\_hist | LightGBM |
+===========+=================+==========+===================+==============+ +===========+=================+==========+===================+==============+
| Higgs | AUC | 0.839593 | **0.845605** | 0.845154 | | Higgs | AUC | 0.839593 | 0.845314 | **0.845724** |
+-----------+-----------------+----------+-------------------+--------------+ +-----------+-----------------+----------+-------------------+--------------+
| Yahoo LTR | NDCG\ :sub:`1` | 0.719748 | 0.720223 | **0.732466** | | Yahoo LTR | NDCG\ :sub:`1` | 0.719748 | 0.720049 | **0.732981** |
| +-----------------+----------+-------------------+--------------+ | +-----------------+----------+-------------------+--------------+
| | NDCG\ :sub:`3` | 0.717813 | 0.721519 | **0.738048** | | | NDCG\ :sub:`3` | 0.717813 | 0.722573 | **0.735689** |
| +-----------------+----------+-------------------+--------------+ | +-----------------+----------+-------------------+--------------+
| | NDCG\ :sub:`5` | 0.737849 | 0.739904 | **0.756548** | | | NDCG\ :sub:`5` | 0.737849 | 0.740899 | **0.75352** |
| +-----------------+----------+-------------------+--------------+ | +-----------------+----------+-------------------+--------------+
| | NDCG\ :sub:`10` | 0.78089 | 0.783013 | **0.796818** | | | NDCG\ :sub:`10` | 0.78089 | 0.782957 | **0.793498** |
+-----------+-----------------+----------+-------------------+--------------+ +-----------+-----------------+----------+-------------------+--------------+
| MS LTR | NDCG\ :sub:`1` | 0.483956 | 0.488649 | **0.524255** | | MS LTR | NDCG\ :sub:`1` | 0.483956 | 0.485115 | **0.517767** |
| +-----------------+----------+-------------------+--------------+ | +-----------------+----------+-------------------+--------------+
| | NDCG\ :sub:`3` | 0.467951 | 0.473184 | **0.505327** | | | NDCG\ :sub:`3` | 0.467951 | 0.47313 | **0.501063** |
| +-----------------+----------+-------------------+--------------+ | +-----------------+----------+-------------------+--------------+
| | NDCG\ :sub:`5` | 0.472476 | 0.477438 | **0.510007** | | | NDCG\ :sub:`5` | 0.472476 | 0.476375 | **0.504648** |
| +-----------------+----------+-------------------+--------------+ | +-----------------+----------+-------------------+--------------+
| | NDCG\ :sub:`10` | 0.492429 | 0.496967 | **0.527371** | | | NDCG\ :sub:`10` | 0.492429 | 0.496553 | **0.524252** |
+-----------+-----------------+----------+-------------------+--------------+ +-----------+-----------------+----------+-------------------+--------------+
| Expo | AUC | 0.756713 | **0.777777** | 0.777543 | | Expo | AUC | 0.756713 | 0.776224 | **0.776935** |
+-----------+-----------------+----------+-------------------+--------------+ +-----------+-----------------+----------+-------------------+--------------+
| Allstate | AUC | 0.607201 | 0.609042 | **0.609167** | | Allstate | AUC | 0.607201 | **0.609465** | 0.609072 |
+-----------+-----------------+----------+-------------------+--------------+ +-----------+-----------------+----------+-------------------+--------------+
Memory Consumption Memory Consumption
...@@ -153,23 +161,28 @@ Memory Consumption ...@@ -153,23 +161,28 @@ Memory Consumption
We monitored RES while running training task. And we set ``two_round=true`` (this will increase data-loading time and We monitored RES while running training task. And we set ``two_round=true`` (this will increase data-loading time and
reduce peak memory usage but not affect training speed or accuracy) in LightGBM to reduce peak memory usage. reduce peak memory usage but not affect training speed or accuracy) in LightGBM to reduce peak memory usage.
+-----------+---------+---------------+-------------+ +-----------+---------+---------------+--------------------+--------------------+
| Data | xgboost | xgboost\_hist | LightGBM | | Data | xgboost | xgboost\_hist | LightGBM (col-wise)|LightGBM (row-wise) |
+===========+=========+===============+=============+ +===========+=========+===============+====================+====================+
| Higgs | 4.853GB | 3.784GB | **0.868GB** | | Higgs | 4.853GB | 7.335GB | **0.897GB** | 1.401GB |
+-----------+---------+---------------+-------------+ +-----------+---------+---------------+--------------------+--------------------+
| Yahoo LTR | 1.907GB | 1.468GB | **0.831GB** | | Yahoo LTR | 1.907GB | 4.023GB | **1.741GB** | 2.161GB |
+-----------+---------+---------------+-------------+ +-----------+---------+---------------+--------------------+--------------------+
| MS LTR | 5.469GB | 3.654GB | **0.886GB** | | MS LTR | 5.469GB | 7.491GB | **0.940GB** | 1.296GB |
+-----------+---------+---------------+-------------+ +-----------+---------+---------------+--------------------+--------------------+
| Expo | 1.553GB | 1.393GB | **0.543GB** | | Expo | 1.553GB | 2.606GB | **0.555GB** | 0.711GB |
+-----------+---------+---------------+-------------+ +-----------+---------+---------------+--------------------+--------------------+
| Allstate | 6.237GB | 4.990GB | **1.027GB** | | Allstate | 6.237GB | 12.090GB | **1.116GB** | 1.755GB |
+-----------+---------+---------------+-------------+ +-----------+---------+---------------+--------------------+--------------------+
Parallel Experiment Parallel Experiment
------------------- -------------------
History
^^^^^^^
27 Feb, 2017: first version.
Data Data
^^^^ ^^^^
......
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