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If _yeo_johnson_transform accepted an optional out parameter, then _yeo_johnson_optimize could reuse the same out array every time it calls _yeo_johnson_transform and reduce some array allocations.

I do this in my own personal work to speedup yeo johnson, maybe you could add it here along with this optimization?

Thanks, @s-banach. But later scikit-learn will use scipy.stats.yeojohnson for YJ to resolve another issue, see #26308. So I will probably remain the current status. Maybe you could open a PR at scipy?

As explained in #26308, we want to (sooner or later) rely on scipy and get rid of our own implementation.