Anybody ever successfully ran multi-node gradient boosting on Amazon SageMaker?

Question

Anybody ever successfully ran multi-node gradient boosting on Amazon SageMaker?
I'm looking for a SageMaker-compatible multi-node training solution for either Catboost, LightGBM or XGBoost. Knowing if it's ever been done would be nice, having a public demo link would be even better :)

Accepted Answer

We do have an example of distributed training of XGBoost in the sagemaker-examples repo. You can find it here: https://github.com/aws/amazon-sagemaker-examples/blob/master/introduction_to_amazon_algorithms/xgboost_abalone/xgboost_abalone_dist_script_mode.ipynb

Anybody ever successfully ran multi-node gradient boosting on Amazon SageMaker?

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