<p>The speedup looks reasonable to me; I expect that most users will use 10-fold cross-validation, so the speedup isn't amazing but it certainly is a net improvement.  Two last minor questions before I merge this:</p>

<ul>
<li>Did you try any other parallelization strategies?  i.e. the for loops inside of SplitNode(), or something like that.</li>
<li>What's the overhead for the OpenMP-ized code using only one core (do you happen to know)?  No need for extensive benchmarks; I just want to make sure that OpenMP isn't incurring huge overhead even in the singlethreaded case.</li>
</ul>

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