scikit-learn/scikit-learn — pull request #2469 by glouppe (2013-09-21 16:33:54+00:00)
Title: [WIP] Make GBRT faster by presorting X

This aims at fixing #2466.

It implements our old splitting strategy in a `PresortBestSplitter` object. It basically precomputes `X_argsorted` to save computations, which may be advantageous when building many small trees with `max_features` set to a high value . I have wired it with GBRTs. Forests stay the same.

All test pass.

@pprett Now I count on you to benchmark this! On my box, tests for GBRTs already goes from 5.5s to 3.2s.