Building XGBoost with GPU support from source on Red Hat with mload

xgboost_gpu.sh

# must not use gcc version > 10
module load CUDA/11.0 CMake/3.21.1-GCCcore-11.2.0

# Clone with recursive! Otherwise you get dmlc error later on!
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost/python-package

# clean out any old build files that may break things if try to recompile
rm -rf build

# Build with CUDA support:
python setup.py install --use-cuda --use-nccl