Try casting all dimensions to Categorical rather than strings - will that speed up tree fitters?

[EgorKraevTransferwise]

Profiling shows that the tree fitter spends a lot of time doing groupbys over the dimensions; worth testing if those groupbys go faster if the dimensions are cast to Categorical dtype. Might need some time, to test that this doesn't break anything, also categorical dims have non-intuitive groupby behavior.