Ensure that Random Generator is configurable and manage the way seeds are iterated in cross validation and batch
Benchmark all methods in c++ and Bindings vs implementations in all langages
Implement GPU backend
Compilation with optimizations
Profiling + Optimize + Iterate > Objective make it faster.
Explore also optimization with methods with losses and approximations (as for compression)
Explore Variable Importance quantification from components weights
Optimize the math behind the methods