Add EmpiricalCovariance algorithm

[Vika-F]

Description

Add ability to run performance measurements for the EmpiricalCovariance algorithm and the respective configs.

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Checklist:

Completeness and readability

• I have commented my code, particularly in hard-to-understand areas.
• I have updated the documentation to reflect the changes or created a separate PR with updates and provided its number in the description, if necessary.

n/a

• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• I have run it locally and tested the changes extensively.
• All CI jobs are green or I have provided justification why they aren't.
• I have extended testing suite if new functionality was introduced in this PR.

[david-cortes-intel]

@Vika-F It looks like a bit too much to add to the regular config. Could it be shortened and the current ones left for a non-regular config?

[Vika-F]

@Vika-F It looks like a bit too much to add to the regular config. Could it be shortened and the current ones left for a non-regular config?

@david-cortes-intel Will it work if I move the config from regular to experiments?

[david-cortes-intel]

@Vika-F It looks like a bit too much to add to the regular config. Could it be shortened and the current ones left for a non-regular config?

@david-cortes-intel Will it work if I move the config from regular to experiments?

Yes.