scikit-learn/scikit-learn — pull request #739 by pprett (2012-03-29 21:07:40+00:00)
Title: MRG: Gradient boosting Speed Enhancement

Improved test time performance for GBRT; in particular for predicting single data points. For single data points its about 5x faster than the original code; for batches its about 2x faster.

Summary:
- ``estimators_`` is now a 2d array of dtype ``object``
- I added an extension module (``_gradient_boosting``) which contains two utility functions (one for fast regression tree prediction and one for iterating over the ``estimators_`` array).
- I added a ``staged_predict`` method to iterate over the predictions at each stage (stolen from @ndawe)