Multiprocessing is slow: too much overhead spinning up new processes

[dflemin3]

Multiprocessing is slow: too much overhead spinning up new processes

[dflemin3]

Specifically, I really need to avoid copying the full GP. What would likely be better is to pass everything the GP needs, e.g. theta, y, current hyperparameter vector, and instantiate the GP for each function call for each process. For even GP's with ~1000s of data points, the initialization, including the compute call, should be of order 1 second, see the george docs, so re-initializing a GP for each process should be cheaper than serializing the full GP object.

[dflemin3]

I've removed multiprocessing for now as it's current overhead is prohibitively slow and will require a substantial rewrite.