Failed attempt at ordered gradients/hessians #87
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I'm giving up on the idea, but pushing this anyway in case someone comes up with the same idea.
My idea was, that if the hessians and gradients followed the same order of partition, it would be more cache (or even disk swap) friendly, since it will lead to less random access. The current code only works for parallel_splitting=False, but does not seem to have better performance. The parallel_splitting=True path is half implemented, it still has a bug, but it already shows no performance boost.
I think it also means that implementing #84 will not give a performance boost, only use less memory.