I'm new at python sklearn. Since I moved to Python 3, my code starts to take more time to run RFECV... It passed from 5h to almost 15h to run several RFE CV. I found this link, but I guess that the case is different from mine: Why is Python 3 is considerably slower than Python 2?
Here is an example of the code:
for fs_method, fs_dict in fs_models.items():
print(fs_method)
pickle_dict[fs_method] = dict()
pipe = pipeline_classifier(fs_dict['clf'])
for score in fs_scorers:
print (score)
feature_selector_cv = skf.RFECV(pipe,
cv=kf,
step=rfecv_step,
scoring=score.replace('-', '_'),
n_jobs=-1
)
feature_selector_cv.fit(X_train, y_train)
Can it be caused by different versions of sklearn?