Author kj
Recipients DanilZ, bquinlan, kj, ned.deily, pitrou, ronaldoussoren
Date 2020-11-02.16:03:10
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Hmm apologies I'm stumped then. The only things I managed to surmise from xgboost's and scikit-learn's GitHub issues is that this is a recurring issue specifically when using GridSearchCV :

Threads with discussions on workarounds:
https://github.com/scikit-learn/scikit-learn/issues/6627
https://github.com/scikit-learn/scikit-learn/issues/5115

Issues reported:
https://github.com/dmlc/xgboost/issues/2163
https://github.com/scikit-learn/scikit-learn/issues/10533
https://github.com/scikit-learn/scikit-learn/issues/10538 (this looks quite similar to your issue)

Some quick workarounds I saw were:
1. Remove n_jobs argument from GridSearchCV
2. Use parallel_backend from sklearn.externals.joblib rather than concurrent.futures so that the pools from both libraries don't have weird interactions.

I recommend opening an issue on scikit-learn/XGBoost's GitHub. This seems like a common problem that they face.
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Date User Action Args
2020-11-02 16:03:10kjsetrecipients: + kj, bquinlan, ronaldoussoren, pitrou, ned.deily, DanilZ
2020-11-02 16:03:10kjsetmessageid: <1604332990.12.0.126899957704.issue42245@roundup.psfhosted.org>
2020-11-02 16:03:10kjlinkissue42245 messages
2020-11-02 16:03:10kjcreate