external_memory.py

#!/usr/bin/python
import numpy as np
import scipy.sparse
import xgboost as xgb

### simple example for using external memory version

# this is the only difference, add a # followed by a cache prefix name
# several cache file with the prefix will be generated
# currently only support convert from libsvm file
dtrain = xgb.DMatrix('../data/agaricus.txt.train#dtrain.cache')
dtest = xgb.DMatrix('../data/agaricus.txt.test#dtest.cache')

# specify validations set to watch performance
param = {'max_depth':2, 'eta':1, 'silent':1, 'objective':'binary:logistic' }

# performance notice: set nthread to be the number of your real cpu
# some cpu offer two threads per core, for example, a 4 core cpu with 8 threads, in such case set nthread=4
#param['nthread']=num_real_cpu

watchlist  = [(dtest,'eval'), (dtrain,'train')]
num_round = 2
bst = xgb.train(param, dtrain, num_round, watchlist)