random-forest-importances
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Add multiprocessing for oob_importances
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.
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 ;)