In
install/install_convert.php, scroll down to around line 60, where the variable
$batch_size is set. You can change its value to 6000 or even higher (such as 10K if you believe your server is good enough). You can also increase the value in
$num_wait_rows, but remember that increasing either of these values will put a higher load on your server and require more resources.
If it takes too long to rebuild the search index, it might be a good idea to increase the batch size there too. I do NOT know if this is the correct variable, and haven't tested this myself, but I'm quite sure that it should be correct anyway:
includes/acp/acp_search.php - the variable is on line 20 and is also called
$batch_size.
Hope that helps