Numpy 1.16 and pickle retrocompatibility
Hi, 

I don't really know if this matter should be posted in pandas but here is the issue I noticed. 

If you save a DataFrame into pickle (using `to_pickle`) on a virtualenv that has `numpy>=1.16` and want to open it with another virtualenv with `numpy<=1.15.4`, the following error is thrown : 
```
ModuleNotFoundError: No module named 'numpy.core._multiarray_umath'
```

Which is a feature of `numpy=1.16`. This issue could be of interest because the numpy version downloaded through anaconda is still 1.15.4 (unless you use conda-forge) while it is 1.16 using pip.

My pandas version is `0.24.1` in both cases. 