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Add multiprocessing for oob_importances #19

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RohanBhandari opened this issue Mar 20, 2019 · 1 comment
Open

Add multiprocessing for oob_importances #19

RohanBhandari opened this issue Mar 20, 2019 · 1 comment
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enhancement New feature or request

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@RohanBhandari
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Wanted to suggest parallelizing the oob importance calculation in order to speed it up, since the importances can be calculated independently for each feature.

In my use case, I saw a >8x reduction in runtime after parallelizing and would be happy to contribute the code needed to implement this.

@parrt
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parrt commented Mar 20, 2019

I'd LOVE to see a pull request for that or even sample code. I barely figured out how to get OOB samples from sklearn ;)

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