A new version of nnetsauce has been released. The best way to use it right now, is to install from GitHub:

pip install git+https://github.com/Techtonique/nnetsauce.git

The main change is the cythonization of RandomBagClassifier. I didn’t see a noticeable change, and I think it’s mainly because in my code, there are a lot of interactions between Python and Cython.