grf-labs / grf

Generalized Random Forests
https://grf-labs.github.io/grf/
GNU General Public License v3.0
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Add performance note to SurvivalPredictionStrategy.h #1350

Closed erikcs closed 1 year ago

erikcs commented 1 year ago

Adding a note for future consideration: one reason Causal Survival Forest can be time consuming on large data is fitting (predicting) survival and censoring curves.

A big time chunk is spent in predicting the survival curves via the DefaultPredictionStrategy. We were aware of this when making it, just documenting it here in case we wish to revisit it in the future, it would be possible to speed up CSF by

(#652)