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Add multiprocessing for oob_importances

Open RohanBhandari opened this issue 5 years ago • 1 comments

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.

RohanBhandari avatar Mar 20 '19 00:03 RohanBhandari