[Bug] GPU not utilized

[rohan-gt]

Tried running the following code on a Colab with the GPU enabled but I get a message saying Warning: you are connected to a GPU runtime, but not utilizing the GPU.

# Install and import libraries
!pip install -U lightgbm
!pip install -U 'ray[tune]'
!pip install -U scikit-optimize
!pip install -U tune_sklearn

from lightgbm import LGBMClassifier
import pandas as pd
import ray
from sklearn.datasets import load_breast_cancer
from sklearn.model_selection import train_test_split
from tune_sklearn import TuneSearchCV

# Load data
cancer = load_breast_cancer()
X = cancer.data
y = cancer.target

# Train-test split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# Tune
model = LGBMClassifier()
param_dists = {
    'boosting_type': ['gbdt'],
    'colsample_bytree': (0.8, 0.9, 'log-uniform'),
    'reg_alpha': (1.1, 1.3),
    'reg_lambda': (1.1, 1.3),
    'min_split_gain': (0.3, 0.4),
    'subsample': (0.7, 0.9),
    'subsample_freq': (20, 21)
}

tuner = TuneSearchCV(
    model,
    param_dists,
    n_iter=20,
    scoring='f1_weighted',
    n_jobs=-1,
    verbose=2,
    max_iters=10,
    search_optimization='bayesian',
    use_gpu=True,
)

tuner.fit(X_train, y_train)
print('Best Parameters :', tuner.best_params_)

[inventormc]

Hey @rohan-gt thanks for reaching out. This is a bug on our part; I'll let you know when our fix is pushed. The GPU support should work for grid search though.