Parallelize the fit and decision_function methods of FeatureBagging #197
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This PR Parallelize the
fit
anddecision_function
methods ofFeatureBagging
. The earlier implementation only used then_jobs
whenbase_estimator
parameter is None. Apart from fixing that, the model level PR enables parallelism at more coarser level, thereby noticeably improving performance.Benchmark results using
n_estimators=20
andbase_estimator=None
, averaged over 3 runs. Values indicatefit
time in seconds, the one inside bracket denote time fordecision_function
:Performance can be slightly worse than single-process method for smaller datasets, but I think that is expected.
Please let me know if further changes are needed. Thanks.