[scikit-learn] One-hot encoding

[Sarah Wait Zaranek]

Hello -

I was just wondering if there was a way to improve performance on the
one-hot encoder.  Or, is there any plans to do so in the future?  I am
working with a matrix that will ultimately have 20 million categorical
variables, and my bottleneck is the one-hot encoder.

Let me know if this isn't the place to inquire.  My code is very simple
when using the encoder, but I cut and pasted it here for completeness.

    enc = OneHotEncoder(sparse=True)
    Xtrain = enc.fit_transform(tiledata)


Thanks,
Sarah
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