Pickle Support

[AllardJM]

Great and useful library- thank you for this!

I am using Patsy for splines and applying a fit spline to new data is tedious and inefficient because there doesn't seem to be pickle support. So when new data is scored, you need to load the training data and fit the splines anew and hold them in memory.

[r-barnes]

I, also, would like to see pickle support.