MLJFlux is a lot slower than the same algorithm written in Flux

General Usage Performance
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Hi @ultrapoci, I find it’s easiest to get help when MWEs included relevant data.

For example, I wanted help w/ plotting.
So I created a github repo, and put the data HP_q.csv into this repo.
The instructions to access it are pretty simple:

using CSV, HTTP, DataFrames

# Get Data 
link = "https://github.com/azev77/Synthetic_Control_in_Julia/raw/main/HP_q.csv"
r = HTTP.get(link)
df = CSV.read(r.body, DataFrame, missingstring="NA")

Thusly the code in my MWE was fully replicatable.

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