Multiprocessing is a way to get it done faster (in addition of using Numpy):
E.g:
In [11]: from multiprocessing import Pool
In [12]: pool = Pool(10)
In [13]: pool.map(int, [str(i) for i in range(500)])
Numpy will mostly provide a memory gain as you would be dealing with primitive types instead of python objects, but will also provide a non-negligible speed gain as well.
Optimizing time of an iteration like this is always done by using parallelization so I advise using both Numpy and a process pool.
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solved Fast method of converting all strings in a list to integers