added multiprocessing to the LOFO class, and a unit test

aerdem4 / lofo-importance

Leave One Feature Out Importance

MIT License

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Closed rafah-ek closed 5 years ago

rafah-ek commented 5 years ago

Adds multithreading capacity to the LOFOImportance class
Throws warning about nested multithreading
Adds unit test to check that multiprocessing works well with LightGBM and a K-fold cross-validator