ogrisel/pygbm

Optimize categorical crossentropy gradient update

NicolasHug opened this issue · 3 comments

The gradient and hessian update of the categorical crossentropy loss computes p_k k times, but it only needs to compute it once (see scikit-learn/scikit-learn@9e68984 which led to serious improvement in fit time).

+1 as well.

@NicolasHug Can I also work on this project?

@aditya1702 please feel free to submit a PR.