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Update GPUTreeShap, add docs (#6281)

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* Update GPUTreeShap, add docs

* Fix test

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
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Rory Mitchell
2020-10-27 18:22:12 +13:00
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demo/gpu_acceleration/README.md
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# GPU Acceleration Demo
`cover_type.py` shows how to train a model on the [forest cover type](https://archive.ics.uci.edu/ml/datasets/covertype) dataset using GPU acceleration. The forest cover type dataset has 581,012 rows and 54 features, making it time consuming to process. We compare the run-time and accuracy of the GPU and CPU histogram algorithms.
`cover_type.py` shows how to train a model on the [forest cover type](https://archive.ics.uci.edu/ml/datasets/covertype) dataset using GPU acceleration. The forest cover type dataset has 581,012 rows and 54 features, making it time consuming to process. We compare the run-time and accuracy of the GPU and CPU histogram algorithms.
`shap.ipynb` demonstrates using GPU acceleration to compute SHAP values for feature importance.

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