xgboost-survival-embeddings
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loft-br
Xgbse.metrics scoring speeds
I've noticed it takes several times longer for xgbse to score the models using the built-in scoring functions (concordance_index/approx_brier_score) than it takes for the models to fit. Is this typical/expected behavior? On my data - approximately 800K rows, the model itself will fit in about 90 seconds, but scoring the model can take 4 minutes or more after.
This additional overhead is significant for the purposes of hyperparameter searching, so I am wondering if there is anything I can do to speed up the scoring (e.g., any parameters to tweak in the scoring functions?).
This is not intended behavior but there isn't any parameter that will improve the scoring functions or any simple fix. We'll add the refactor and optimization of the scoring methods on our roadmap.
