Hi all,
Currently some work is being done to improve computational primitives of scikit-learn to enhance its overhaul performances natively.
You can have a look at this exploratory PR: https://github.com/scikit-learn/scikit-learn/pull/20254
This other PR is a clear revamp of this previous one: https://github.com/scikit-learn/scikit-learn/pull/21462
Cheers, Julien.