Choosing the right solver for a problem (logistic regression) can save a lot of time. Code from: https://medium.com/distributed-computing-with-ray/how-to-speed-up-scikit-learn-model-training-aaf17e2d1e1

LogisticRegressionSolver.py

import time
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression

# Set training and validation sets
X, y = make_classification(n_samples=1000000, n_features=1000, n_classes = 2)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=10000)

# Solvers
solvers = ['liblinear', 'saga']

for sol in solvers: 
    start = time.time()
    logreg = LogisticRegression(solver=sol)
    logreg.fit(X_train, y_train)
    end = time.time()
    print(sol + " Fit Time: ",end-start)