Fix BOLFI parallelisation (#481)

* copy kernel

* update changelog

* update matplotlib version

---------

Co-authored-by: Henri Pesonen <henri.e.pesonen@gmail.com>

Author: uremes

CHANGELOG.rst

@@ -1,6 +1,7 @@
 Changelog
 =========
 
+- Use kernel copy to avoid pickle issue and allow BOLFI parallelisation with non-default kernel
 - Restrict matplotlib version < 3.9 for compatibility with GPy
 - Add option to use additive or multiplicative adjustment in any acquisition method
 - Add `arziv`-mocking to rtd-setup

elfi/methods/bo/gpy_regression.py

@@ -250,7 +250,7 @@ def _init_gp(self, x, y):
                 self._kernel_is_default = True
 
         else:
-            kernel = self.gp_params.get('kernel')
+            kernel = self.gp_params.get('kernel').copy()
 
         noise_var = self.gp_params.get('noise_var') or np.max(y)**2. / 100.
         mean_function = self.gp_params.get('mean_function')