Coding MLP: good practices?
Would my code be faster if I rewrite it with matrices?


Without seeing the code it's impossible to know, but very likely. Also, I would never model single neurons. Too much overhead without any use. Model layers instead.


  how can I get my performance to be comaparable to that of sklearn


Sklearn is open source. Read the code: https://github.com/scikit-learn/scikit-learn/blob/7389dba/sklearn/neural_network/multilayer_perceptron.py#L682