How to make R package xgboost parallel in OS X with OpenMP compilation?

Question

I am using xgb.cv and xgboost in R. However, it is not working as parallel

My example code as follow

library(xgboost)
library(parallel)
param <- list("objective" = "reg:logistic"
          , "eval_metric" = "logloss"
          ,"nthread" = 8
          ,"bst:eta" = .025
          ,"bst:max_depth" = 3
          ,"lambda" = 1
          ,"lambda_bias" = 0
          ,"alpha" = .8
          ,"min_child_weight" = 3
          ,"subsample" = .9
          ,"colsample_bytree" = .6)
bst.cv3 = xgb.cv(param=param, data = x, label = y,
             nfold = 3, nrounds=cv.nround, missing = NA
             ,prediction = TRUE)

However, above code is not working. What I have to do to make them parallel?

There is thing I found this on xgboost website and github

1. https://github.com/dmlc/xgboost/blob/master/doc/build.md#building-on-osx

2. https://github.com/dmlc/xgboost/issues/276

However, I am not able to run

brew install clang-omp

or

brew install gcc --without-multilib

with sudo also not working Thanks

Answer 1

The previously selected answer unfortunately is now outdated. The clang-omp package is no longer available in homebrew. So here's what worked for me.

First, at the shell:

brew reinstall gcc --without-multilib

Then, create the file ~/.R/Makevars with the following contents, making sure to update the paths so they correctly reflect the gcc version homebrew installed:

CC=/usr/local/Cellar/gcc/6.1.0/bin/gcc-6
CXX=/usr/local/Cellar/gcc/6.1.0/bin/g++-6
SHLIB_CXXLD=/usr/local/Cellar/gcc/6.1.0/bin/g++-6
FC=/usr/local/Cellar/gcc/6.1.0/bin/gfortran-6
F77=/usr/local/Cellar/gcc/6.1.0/bin/gfortran-6
MAKE=make -j8

SHLIB_OPENMP_CFLAGS=-fopenmp
SHLIB_OPENMP_CXXFLAGS=-fopenmp
SHLIB_OPENMP_FCFLAGS=-fopenmp
SHLIB_OPENMP_FFLAGS=-fopenmp

Finally, restart R or RStudio and re-install the packages from source.

Wrote a small blog post about this at https://asieira.github.io/using-openmp-with-r-packages-in-os-x.html , by the way.

Answer 2

Alright, I figured this out.

create a new file vi ~/.R/Makevars and drop this in

CC=clang-omp
CXX=clang-omp++
CXX1X=clang-omp++
SHLIB_OPENMP_CFLAGS=-fopenmp
SHLIB_OPENMP_CXXFLAGS=-fopenmp
SHLIB_OPENMP_FCFLAGS=-fopenmp
SHLIB_OPENMP_FFLAGS=-fopenmp

then install with install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")

If that didn't work use brew to install clang and gcc

brew reinstall clang-omp

then run the code above.

Answer 3

This seems to be fixed in a recent xgboost commit [1]

[1] https://github.com/dmlc/xgboost/commit/d754ce7dc19e0d7c7465999d464e13f9bf21b40d