Hi Peter.
I only skimmed your mail, but I understood you said that the problem is 
the use of a boolean mask.
Wouldn't it be possible to do the subsampling explicitly before training 
the tree if the sample_fraction is low?
Or is the complexity of applying the sample mask higher than training 
the tree?

Also: would it be possible to speed this up using the recently 
introduced sample weights?
That helped for the random forests, right?

Best,
Andy

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