title: python pickle object with lambdas
body: <p>How can I pickle a python object which contains lambdas?</p>
  
  <pre><code>Can't pickle local object 'BaseDiscretizer.__init__.&lt;locals&gt;.&lt;lambda&gt;'
  </code></pre>
  
  <p>is the error I get when trying to pickle <a href="https://github.com/marcotcr/lime/blob/97a1e2d7c1adf7b0c4f0d3b3e9b15f6197b75c5d/lime/discretize.py" rel="noreferrer">https://github.com/marcotcr/lime/blob/97a1e2d7c1adf7b0c4f0d3b3e9b15f6197b75c5d/lime/discretize.py</a> when pickling the <a href="https://github.com/marcotcr/lime/blob/2703bcdcddd135947fe74e99cc270aa4fac3263a/lime/lime_tabular.py#L88" rel="noreferrer">https://github.com/marcotcr/lime/blob/2703bcdcddd135947fe74e99cc270aa4fac3263a/lime/lime_tabular.py#L88</a> LimeTabularExplainer</p>