<p dir="auto"><del>It seems the only documentation of model persistence is in the Quick Start tutorial. I think it needs to be covered in the User Guide, mentioning security and forward-compatibility caveats pertaining to pickle. It might note the benefits of joblib (for large models at least) over Pickle. Most other ML toolkits (particularly command-line tools) treat persistence as a very basic operation of the package.</del> (This was fixed in <a class="issue-link js-issue-link" data-error-text="Failed to load title" data-id="36540531" data-permission-text="Title is private" data-url="https://github.com/scikit-learn/scikit-learn/issues/3317" data-hovercard-type="pull_request" data-hovercard-url="/scikit-learn/scikit-learn/pull/3317/hovercard" href="https://github.com/scikit-learn/scikit-learn/pull/3317">#3317</a>)</p>
<p dir="auto">Similarly, there should be some comment on saving and loading custom data (input and output). Indeed, I can't find a direct description of the supported data-types; users are unlikely to have played with <code class="notranslate">scipy.sparse</code> before (although the <code class="notranslate">feature_extraction</code> module means they may not need to). Noting the benefits of joblib (without which the user may dump a sparse matrix's <code class="notranslate">data</code>, <code class="notranslate">indices</code>, <code class="notranslate">indptr</code> using <code class="notranslate">.tofile</code>) and memmapping is worthwhile. So may be reference to Pandas which could help manipulate datasets before/after entering Scikit-learn, and provides import/export to a variety of formats (<a href="http://pandas.pydata.org/pandas-docs/dev/io.html" rel="nofollow">http://pandas.pydata.org/pandas-docs/dev/io.html</a>).</p>
<p dir="auto">I have recently discovered new users who think the way to import/export large sparse arrays is <code class="notranslate">load_svmlight_format</code>, but then note that the loading/saving takes much more time than the processing they're trying to do... Let's give them a hand.</p>
<p dir="auto">How to save a model (i.e., model persistence) used to be a sub-section of the tutorial and visible directly from the homepage. But since now it's become a sub-sub-section, it's not visible anymore.</p>
<p dir="auto">Since it's a very common need it would be nice to make it more prominent. Maybe a section of its own?</p>