MOGPR performance analysis & improvements
@mlubej is already working on this.
Since Oct 4, 2022.
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Description
The current MOGPR implementation can be quite heavy, especially when computing/training a new model per timeseries, but also the basic inference.
The main work for this is being done in the GPy library, which also has a successor based on Tensorflow (GPFlow).
Hence the most obvious thing to try first, is porting to this tensorflow based library:
https://gpflow.github.io/GPflow/develop/notebooks/advanced/multioutput.html
Current GPy model training:
https://github.com/Open-EO/FuseTS/blob/main/src/fusets/mogpr.py#L364
And inference:
https://github.com/Open-EO/FuseTS/blob/main/src/fusets/mogpr.py#L389
Note that there's also the idea of avoiding to retrain the model per pixel, which is a separate issue!
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