加快嵌套的交叉验证 [英] Speed-up nested cross-validation

问题描述

为了加快使用sklearn的嵌套交叉验证，是否因为不允许嵌套并行性而在内部或外部循环中修复n_jobs = -1更好?

In order to speed-up nested cross-validation with sklearn, is it better to fix n_jobs=-1 in inner or outer loop, since nested parallelism is not allowed ?

推荐答案

这似乎是一个悬而未决的问题，请参见例如在scikit-learn的github页面上打开问题.

This seems to be an an open question, see e.g. this open issue on scikit-learn's github page.

另一种方法是使用消息传递接口(MPI)来利用多个处理器，请参见例如此博客文章，使用 MPI4PY .

Another approach is to use a Message Passing Interface (MPI) to exploit multiple processors, see e.g. this blogpost using MPI4PY.

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