Q:

xgboost speed difference per API

How can it be that a xgboost.cv cross-validation operation where n-folds are evaluated is quicker than a single XGBoostClassifier.fit(X,y) of the xgboost.sklearn API?

A:

I believe this is the answer: https://github.com/dmlc/xgboost/issues/651 
the sklearn api uses n_estimators= 100 as default whereas xgb.train is using n_boost_rounds=10
As both refer to the same parameter this could explain the huge difference.

