ENH skglm import time is high about skglm

[PABannier]

Difficult to say. Prefer to use -X importtime flags in Python interpreter for a better visualization of import times

[Badr-MOUFAD]

We shall close this @mathurinm?
our slow import time relative to scikit-learn is due to the fact that scikit-learn is being imported when importing skglm.

[Badr-MOUFAD]

I think it has to do more with importing our dependencies, namely, numba, sklearn, scipy among others.

Through the example below I managed to reduce the import time to 0.15 on my local machine.

import time

start = time.time()
import scipy
end = time.time()
print(f"time to import scipy: {end - start}")

start = time.time()
import sklearn
end = time.time()
print(f"time to import scikit learn: {end - start}")

start = time.time()
import numba
end = time.time()
print(f"time to import numba: {end - start}")

start = time.time()
import skglm
end = time.time()
print(f"time to import skglm: {end - start}")

Ouput

time to import scipy: 0.16607046127319336
time to import scikit learn: 0.4579463005065918
time to import numba: 0.2870755195617676
time to import skglm: 0.14461469650268555