I recently updated my version of xgboost from 0.80 to 1.0.2 and I noticed a huge increase in learning time.

I investigated the problem and found that this increase is caused by the Span class introduced in 2c50278 and first released in version 0.81. Compared to the structure that was used before, this class does some checks (SPAN_CHECK instructions in span.h). If you remove these checks, you will notice a huge decrease in learning time (> x2 !). In fact, the learning time gets back to what it was before version 0.81.

These checks should only be present in Debug mode.