to_hdf5 with pd.Int32Dtype gives ValueError: cannot convert float NaN to integer OR IntegerArray not supported
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd

# init dataframe with newly supported IntegerArray for missing values
d = {'col1': [1, 2, None]}
df = pd.DataFrame(data=d, dtype=pd.Int32Dtype())
df.dtypes

# Error: ValueError: cannot convert float NaN to integer
df.to_hdf("foo.h5", key='df', mode='w', format='table')

# Another error: TypeError: objects of type ``IntegerArray`` are not supported in this context, sorry; supported objects are: NumPy array, record or scalar; homogeneous list or tuple, integer, float, complex or bytes
df.to_hdf("foo.h5", key='df', mode='w')  # , format='table'

# same error: TypeError: objects of type ``IntegerArray`` are not supported in this context, sorry; supported objects are: NumPy array, record or scalar; homogeneous list or tuple, integer, float, complex or bytes
with pd.HDFStore("bar.h5", 'a') as h5_pd:
    h5_pd["spam"] = df
```
#### Problem description
Starting from version 0.24.0, pandas supports [`pandas.arrays.IntegerArray`](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.arrays.IntegerArray.html) to help deal with missing values (I'm aware it is still experimental).

However, when trying to store this dataframe in a HDF5 file, errors are thrown (2 different errors, depending on whether `format='table'` is set or not). See the code example comments.

#### Expected Output
An errorless creation of an HDF5 file containing a pandas DataFrame.

#### Observed Output
Either:

```
ValueError: cannot convert float NaN to integer
```

or

```
 TypeError: objects of type ``IntegerArray`` are not supported in this context, sorry; supported objects are: NumPy array, record or scalar; homogeneous list or tuple, integer, float, complex or bytes
```

#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here below this line]

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.8.final.0
python-bits: 64
OS: Linux
OS-release: 4.15.0-47-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.24.2
pytest: None
pip: 19.0.3
setuptools: 40.8.0
Cython: None
numpy: 1.16.2
scipy: 1.2.1
pyarrow: None
xarray: None
IPython: 7.1.1
sphinx: None
patsy: None
dateutil: 2.8.0
pytz: 2018.9
blosc: None
bottleneck: None
tables: 3.5.1
numexpr: 2.6.9
feather: None
matplotlib: 3.0.2
openpyxl: None
xlrd: 1.2.0
xlwt: None
xlsxwriter: None
lxml.etree: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None

</details>


#### Output of ``conda list``

<details><summary>Conda environment (CLICK ME)</summary>

```
# packages in conda environment:
#
# Name                    Version                   Build  Channel
asn1crypto                0.24.0                   py36_0  
attrs                     19.1.0                     py_0    conda-forge
audioread                 2.1.6                    py36_0    conda-forge
backcall                  0.1.0                      py_0    conda-forge
blas                      2.4                    openblas    conda-forge
bleach                    3.1.0                      py_0    conda-forge
blosc                     1.15.0               hd408876_0  
bokeh                     1.1.0                      py_0    bokeh
bzip2                     1.0.6             h14c3975_1002    conda-forge
ca-certificates           2019.3.9             hecc5488_0    conda-forge
certifi                   2019.3.9                 py36_0    conda-forge
cffi                      1.12.2           py36h2e261b9_1  
chardet                   3.0.4                    py36_1  
cryptography              2.6.1            py36h1ba5d50_0  
cycler                    0.10.0                     py_1    conda-forge
dbus                      1.13.2               h714fa37_1  
decorator                 4.4.0                      py_0    conda-forge
defusedxml                0.5.0                      py_1    conda-forge
entrypoints               0.3                   py36_1000    conda-forge
expat                     2.2.5             hf484d3e_1002    conda-forge
ffmpeg                    4.1.1                h167e202_0    conda-forge
fontconfig                2.13.1            he4413a7_1000    conda-forge
freetype                  2.10.0               he983fc9_0    conda-forge
futures-compat            1.0                       py3_0  
gettext                   0.19.8.1          hc5be6a0_1002    conda-forge
glib                      2.56.2            had28632_1001    conda-forge
gmp                       6.1.2             hf484d3e_1000    conda-forge
gnutls                    3.6.5             hd3a4fd2_1002    conda-forge
gst-plugins-base          1.14.0               hbbd80ab_1  
gstreamer                 1.14.0               hb453b48_1  
h5py                      2.9.0            py36h7918eee_0  
hdf5                      1.10.4               hb1b8bf9_0  
holoviews                 1.12.1                     py_0    pyviz
icu                       58.2              hf484d3e_1000    conda-forge
idna                      2.8                      py36_0  
ipykernel                 5.1.0           py36h24bf2e0_1002    conda-forge
ipython                   7.1.1           py36h24bf2e0_1000    conda-forge
ipython_genutils          0.2.0                      py_1    conda-forge
ipywidgets                7.4.2                      py_0    conda-forge
jaconv                    0.2.4                    pypi_0    pypi
jedi                      0.13.3                   py36_0    conda-forge
jinja2                    2.10                       py_1    conda-forge
joblib                    0.13.2                     py_0    conda-forge
jpeg                      9c                h14c3975_1001    conda-forge
js2py                     0.60                     pypi_0    pypi
jsonschema                3.0.1                    py36_0    conda-forge
jupyter                   1.0.0                      py_2    conda-forge
jupyter_client            5.2.4                      py_3    conda-forge
jupyter_console           6.0.0                      py_0    conda-forge
jupyter_core              4.4.0                      py_0    conda-forge
kiwisolver                1.0.1           py36h6bb024c_1002    conda-forge
lame                      3.100             h14c3975_1001    conda-forge
libblas                   3.8.0                4_openblas    conda-forge
libcblas                  3.8.0                4_openblas    conda-forge
libedit                   3.1.20181209         hc058e9b_0  
libffi                    3.2.1                hd88cf55_4  
libflac                   1.3.1             hf484d3e_1002    conda-forge
libgcc-ng                 8.2.0                hdf63c60_1  
libgfortran               3.0.0                         1    conda-forge
libgfortran-ng            7.3.0                hdf63c60_0  
libiconv                  1.15              h516909a_1005    conda-forge
liblapack                 3.8.0                4_openblas    conda-forge
liblapacke                3.8.0                4_openblas    conda-forge
libogg                    1.3.2             h14c3975_1001    conda-forge
libopenblas               0.3.3                h5a2b251_3  
libpng                    1.6.36            h84994c4_1000    conda-forge
librosa                   0.6.3                      py_0    conda-forge
libsndfile                1.0.28            hf484d3e_1000    conda-forge
libsodium                 1.0.16            h14c3975_1001    conda-forge
libstdcxx-ng              8.2.0                hdf63c60_1  
libtiff                   4.0.10            h648cc4a_1001    conda-forge
libuuid                   2.32.1            h14c3975_1000    conda-forge
libvorbis                 1.3.5             h14c3975_1001    conda-forge
libxcb                    1.13              h14c3975_1002    conda-forge
libxml2                   2.9.8             h143f9aa_1005    conda-forge
llvmlite                  0.26.0          py36hdbcaa40_1000    conda-forge
lzo                       2.10                 h49e0be7_2  
markdown                  3.0.1                    py36_0  
markupsafe                1.1.1            py36h14c3975_0    conda-forge
matplotlib                3.0.2           py36h8a2030e_1001    conda-forge
matplotlib-base           3.0.2           py36h167e16e_1001    conda-forge
mistune                   0.8.4           py36h14c3975_1000    conda-forge
nbconvert                 5.4.1                      py_2    conda-forge
nbformat                  4.4.0                      py_1    conda-forge
ncurses                   6.1                  he6710b0_1  
nettle                    3.4.1             h1bed415_1002    conda-forge
nodejs                    10.13.0              he6710b0_0  
notebook                  5.7.6                    py36_0    conda-forge
numba                     0.41.0          py36h637b7d7_1000    conda-forge
numexpr                   2.6.9            py36h2ffa06c_0  
numpy                     1.16.2           py36h8b7e671_1    conda-forge
olefile                   0.46                       py_0    conda-forge
openblas                  0.3.5                ha44fe06_0    conda-forge
openh264                  1.8.0             hdbcaa40_1000    conda-forge
openssl                   1.1.1b               h14c3975_1    conda-forge
packaging                 19.0                       py_0    conda-forge
pandas                    0.24.2           py36he6710b0_0  
pandoc                    2.7.1                         0    conda-forge
pandocfilters             1.4.2                      py_1    conda-forge
panel                     0.4.0                      py_0    pyviz
param                     1.8.2                      py_0    conda-forge
parso                     0.3.4                      py_0    conda-forge
pcre                      8.43                 he6710b0_0  
pexpect                   4.6.0                 py36_1000    conda-forge
pickleshare               0.7.5                 py36_1000    conda-forge
pillow                    5.3.0           py36h00a061d_1000    conda-forge
pip                       19.0.3                   py36_0  
plotly                    3.7.0                      py_0  
prometheus_client         0.6.0                      py_0    conda-forge
prompt_toolkit            2.0.9                      py_0    conda-forge
pthread-stubs             0.4               h14c3975_1001    conda-forge
ptyprocess                0.6.0                 py36_1000    conda-forge
pyasn1                    0.4.5                    pypi_0    pypi
pycparser                 2.19                     py36_0  
pyct                      0.4.6                      py_0    pyviz
pyct-core                 0.4.6                      py_0    pyviz
pygments                  2.3.1                      py_0    conda-forge
pyjsparser                2.5.2                    pypi_0    pypi
pyopenssl                 19.0.0                   py36_0  
pyparsing                 2.3.1                      py_0    conda-forge
pyqt                      5.6.0           py36h13b7fb3_1008    conda-forge
pyrsistent                0.14.11          py36h14c3975_0    conda-forge
pysmb                     1.1.27                   pypi_0    pypi
pysocks                   1.6.8                    py36_0  
pysoundfile               0.10.2          pyh14c3975_1000    conda-forge
pytables                  3.5.1            py36h71ec239_0  
python                    3.6.8                h0371630_0  
python-dateutil           2.8.0                      py_0    conda-forge
pytz                      2018.9                   py36_0  
pyviz_comms               0.7.2                      py_0    conda-forge
pyyaml                    5.1              py36h14c3975_0    conda-forge
pyzmq                     18.0.1           py36h0e1adb2_0    conda-forge
qt                        5.6.3                h8bf5577_3  
qtconsole                 4.4.3                      py_0    conda-forge
readline                  7.0                  h7b6447c_5  
requests                  2.21.0                   py36_0  
resampy                   0.2.1                      py_1    conda-forge
retrying                  1.3.3                    py36_2  
scikit-learn              0.20.3           py36h22eb022_0  
scipy                     1.2.1            py36he2b7bc3_0  
send2trash                1.5.0                      py_0    conda-forge
setuptools                40.8.0                   py36_0  
sip                       4.18.1          py36hf484d3e_1000    conda-forge
six                       1.12.0                py36_1000    conda-forge
snappy                    1.1.7                hbae5bb6_3  
sqlite                    3.27.2               h7b6447c_0  
terminado                 0.8.1                 py36_1001    conda-forge
testpath                  0.3.1                    py36_0  
tk                        8.6.8                hbc83047_0  
tornado                   6.0.2            py36h516909a_0    conda-forge
traitlets                 4.3.2                 py36_1000    conda-forge
tzlocal                   1.5.1                    pypi_0    pypi
urllib3                   1.24.1                   py36_0  
wcwidth                   0.1.7                      py_1    conda-forge
webencodings              0.5.1                      py_1    conda-forge
wheel                     0.33.1                   py36_0  
widgetsnbextension        3.4.2                 py36_1000    conda-forge
x264                      1!152.20180806       h14c3975_0    conda-forge
xlrd                      1.2.0                    py36_0  
xorg-libxau               1.0.9                h14c3975_0    conda-forge
xorg-libxdmcp             1.1.3                h516909a_0    conda-forge
xz                        5.2.4                h14c3975_4  
yaml                      0.1.7             h14c3975_1001    conda-forge
zeromq                    4.2.5             hf484d3e_1006    conda-forge
zlib                      1.2.11               h7b6447c_3  
```

</details>