Allow users to save models in ONNX format

[stephenpardy]

Is your feature request related to a problem? Please describe Currently Rubicon defaults to saving models in pickle. Pickles are known to be harmful in a number of cases. They are also not cross platform.

Describe the solution you'd like Allow users to save models using ONNX.

Describe alternatives you've considered Handle custom formats like XGBoost's json format - this is handy, but would require custom handling for each model format.

Additional context https://onnx.ai/sklearn-onnx/auto_tutorial/plot_gexternal_xgboost.html

[ryanSoley]

we should be able to do this at the client level similarly to the H2O artifact enhancements in #415

[stephenpardy]

Some other comments:

• For ONNX, we would likely require users to pass in a function that does the conversion. See e.g. https://github.com/onnx/onnxmltools. Unless we write/find a utility that automatically grabs the correct converter for a given model type.