DOC: Document serialization of objects

[david-cortes-intel]

Description

Dependent on https://github.com/uxlfoundation/scikit-learn-intelex/pull/2721 being merged.

This PR adds a doc page with details about serialization of model objects, documenting behaviors that happen with GPU data, array API, compatibility, and similar.

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Checklist:

Completeness and readability

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

Testing

• [x] I have run it locally and tested the changes extensively.
• [x] All CI jobs are green or I have provided justification why they aren't.

[david-cortes-intel]

@icfaust This PR contains the commits from a previous one as a base, as it depends on it but it hasn't been merged yet.

Could you leave the comments in that other PR instead? https://github.com/uxlfoundation/scikit-learn-intelex/pull/2721

[icfaust]

@icfaust This PR contains the commits from a previous one as a base, as it depends on it but it hasn't been merged yet.

Could you leave the comments in that other PR instead? #2721

Yep, sorry missed that.

[codecov[bot]]

Codecov Report

:white_check_mark: All modified and coverable lines are covered by tests.

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azure	80.37% <100.00%> (?)
github	73.03% <100.00%> (+0.01%)	:arrow_up:

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Files with missing lines	Coverage Δ
sklearnex/_config.py	100.00% <100.00%> (ø)

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