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Save/restore Workspace #201

@mbillingr

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@mbillingr

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:

  1. Find out why the Workspace class cannot be pickled and see if that's easy to fix. (I suspect the culprit is a lambda function stored somewhere...)
  2. 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?

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