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enh(skore): Review the list of function / methods that would benefit from cache #2103

@glemaitre

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@glemaitre

What would you like to say?

In skore, we leverage a cache mechanism when computing the metrics by storing the prediction of models.

However, we did not look closely at all the places where we should be implementing similar strategy.

We should investigate in which particular function / method implementing a caching mechanism would be beneficial for the user.

To provide an example:

  • reimplementing the permutation feature importance with predictions caching would be beneficial to compute additional metrics.

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