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ENH: Make performance warnings opt-in and more noisy #55385

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@rhshadrach

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@rhshadrach

At times, I think our performance warnings can be too noisy. For example, if I'm doing an ad hoc analysis on a small data set, I don't care about performance. Other times, I purposefully have a MultiIndex with a particular order because it's important to the analysis I'm doing, and working with the data produces lexsort warnings.

One idea is to make performance warnings opt-in (via an option) and more noisy. The idea here would be that a user has written a piece of code they're happy with, and then they can enable performance warnings to see if pandas thinks they're being ill-performant. Doing this, we can start emitting more warnings to try to nudge users to more performant options.

Some cases where we could warn:

cc @Dr-Irv @phofl @jbrockmendel @jorisvandenbossche

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    EnhancementNeeds DiscussionRequires discussion from core team before further actionPerformanceMemory or execution speed performanceWarningsWarnings that appear or should be added to pandas

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