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Fast and scalable `agtboost`

Past due by almost 3 years 20% complete

agtboost should in principle be as fast and scalable as e.g. xgboost.
First steps towards this is

  • Fix memory consumption problems
  • Avoid costly re-building vectors of size-n iteratively and recursively
  • Consider the design of classes
  • Lean code: Remove un-used/experimental features
  • Certain parts are embarrassingly parallell -- Employ OpenMP

agtboost should in principle be as fast and scalable as e.g. xgboost.
First steps towards this is

  • Fix memory consumption problems
  • Avoid costly re-building vectors of size-n iteratively and recursively
  • Consider the design of classes
  • Lean code: Remove un-used/experimental features
  • Certain parts are embarrassingly parallell -- Employ OpenMP
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