Pickling of functions imported by name doesn't work

[pcmoritz]

Steps to reproduce:

1. Install https://gym.openai.com/
2. Execute the following code in the shell:

from gym.envs import make

@ray.remote([], [])
def f():
  env = make("Pong-ram-v0")
  return

f()

It fails with the following error message:

PicklingError: Cannot pickle files that are not opened for reading: a

This on the other hand works:

import gym

@ray.remote([], [])
def f():
  env = gym.envs.make("Pong-ram-v0")
  return

f()