It's worth having a self-contained option available. For something like a drone, you don't need all that much computation for on-the-fly PID tuning in response to changing weather or different piloting styles, etc.
I haven't done it myself yet, it's on the to-do list. There is a lot of academic material on PID autotuning, not always with neural networks but that seems the most straightforward way. A Raspberry Pi is probably overkill for the job, actually.