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Description
Certain computations such as MVARICA can take a lot of time but do not need to be performed very often because their results can be reused. It might be a useful feature for users of the high-level API to be able to dump and restore the entire Workspace.
I can see two possible implementation approaches:
- Find out why the Workspace class cannot be pickled and see if that's easy to fix. (I suspect the culprit is a
lambdafunction stored somewhere...) - Only save certain arrays from within the Workspace (mixing/unmixing matrices, VAR coefficients, activations, ...) and make the user responsible for setting up a Workspace with the correct configuration before loading.
Any thoughts? What are the use cases?