Hello,

I've noticed that CatBoost's Pool class uses only a single thread during the construction of datasets. I was wondering if there's any possibility to support multithreading in this process?

The reason for this request is that, when dealing with large datasets, I find that the time taken to build the Pool is actually longer than the time it takes for training the model. This seems inefficient and likely not the intended behavior.

Implementing multithreading could significantly reduce the dataset construction time, leading to a more streamlined and efficient workflow.

Thank you for considering this enhancement.

Best regards