Improve performance of __getitem__ of TimeSeriesDataSet #806
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Description
Pandas DataFrame is quite slow in comparison to numpy due to additional checks.
By replacing it with np.recarray I was able to improve performance by 5-10%.
Recarray allows us to have nice attribute access as in pandas, while improving performance.
The raw numpy arrays are a bit faster than recarray, however the difference is not as big as between pandas and recarray.
I have tested on Demand Forecasting with gpu=1, 0 workers and pin_memory=True.