Optimize score loss computation
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NicolasHug commented
Slightly related to #76
This is the second bullet point from #69 (comment)
When early stopping (or just score monitoring) is done on the training data with the loss, we should just use the raw_predictions
array from fit()
instead of re-computing it.
Results would be slightly different from the current implementation because we are currently computing the loss on a subset of the training data, not on the whole training data.
A further optimization would be, instead of calling loss_.__call__()
, to compute the loss w.r.t each sample in e.g. loss_.update_gradients_and_hessians
and use those values to compute the gradients and hessians. Overhead would be minimal this way.