possibly speed up `save_object`

[stemangiola]

save_object is slow for big models (~10K parameters)

Possible improvement 1

qs2 is a very fast format for saving and reading data. For huge models, fit$save_object() is slow in the rds format.

It would be great to ass the qs2 (or qs) option to save_object.

Possible improvement 2

allow save_object to save a set of parameters. Would this speed up the function?

Possible improvement 3

If we had the option of saving or reading draws as DuckDB, making the summary of one parameter would not require the loading of the whole posterior draws.

[jgabry]

Yeah, it's definitely slow for big models. We do have a section in the vignette (contributed by @wlandau) showing how to do it with qs::qsave(), but there's not a built-in option at the moment:

https://mc-stan.org/cmdstanr/articles/cmdstanr.html#saving-fitted-model-objects

[jgabry]

For now #1042 will point to this section of the vignette from the documentation of save_object. But I agree that these are good suggestions!