BUG: TypeError: _reconstruct: First argument must be a sub-type of ndarray
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample

```python
import pandas as pd
pd.read_pickle("filtered_data.pickle")

```

#### Problem description

I am able to import the dataframe (which can be downloaded in zipped form from [here](https://javierantoran.github.io/assets/datasets/filtered_flight_data.pickle.zip)) with Pandas version 0.24.2 but get the following error with version 1.0.3:

```
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/homes/jua23/.virtualenvs/arch_uncert/lib/python3.7/site-packages/pandas/io/pickle.py", line 182, in read_pickle
    return pickle.load(f)
TypeError: _reconstruct: First argument must be a sub-type of ndarray
```
#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.7.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.3.0-42-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_GB.UTF-8
LOCALE           : en_GB.UTF-8

pandas           : 1.0.3
numpy            : 1.18.2
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 46.0.0
Cython           : 0.29.15
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.1
IPython          : 7.13.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.2.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None
</details>
