def METHOD_NAME(self):
    x, y = build_dataset()
    train_x = xgb.DMatrix(x, label=y)
    param = {"tree_method": "gpu_hist", "gpu_id": 0}
    bst = xgb.train(param, train_x)
    self.run_pickling(bst)
    bst = xgb.XGBRegressor(**param).fit(x, y)
    self.run_pickling(bst)
    param = {"booster": "gblinear", "updater": "gpu_coord_descent", "gpu_id": 0}
    bst = xgb.train(param, train_x)
    self.run_pickling(bst)
    bst = xgb.XGBRegressor(**param).fit(x, y)
    self.run_pickling(bst)