Document CUDA requirement, lack of external memory on GPU (#3624)
* Document fact that GPU doesn't support external memory * Document CUDA requirement
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@@ -13,6 +13,10 @@ The external memory version takes in the following filename format:
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The ``filename`` is the normal path to libsvm file you want to load in, and ``cacheprefix`` is a
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path to a cache file that XGBoost will use for external memory cache.
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.. note:: External memory is not available with GPU algorithms
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External memory is not available when ``tree_method`` is set to ``gpu_exact`` or ``gpu_hist``.
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The following code was extracted from `demo/guide-python/external_memory.py <https://github.com/dmlc/xgboost/blob/master/demo/guide-python/external_memory.py>`_:
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.. code-block:: python
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