PandasPreprocessor low speed and High memory consumption
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leffff commented
Hey there!
Don't really know, if it is okay, however, I've tested your lib at work (SBER) and the PandasPreprocessor performed poorly.
I had about 10 mil events and about 25 features. PandasPreprocessor was working for about 2h, while my script with linear complexity did the job within 5 minutes with a numpy array instead of pandas df.
Just raising this issue, so maybe you reconsider your preprocessor algorithm.
Happy New Year!