title: Pandas : saving Series of dictionaries to disk
body: <p>I have a python pandas Series of dictionaries :</p>
  
  <pre><code>id           dicts
  1            {'5': 1, '8': 20, '1800': 2}
  2            {'2': 2, '8': 1, '1000': 25, '1651': 1}
  ...          ...
  ...          ...
  ...          ...
  20000000     {'2': 1, '10': 20}
  </code></pre>
  
  <p>The (key, value) in the dictionaries represent ('feature', count). About 2000 unique features exist.</p>
  
  <p>The Series' memory usage in pandas is about 500MB. 
  What would be the best way to write this object to disk (having ideally low disk space usage, and being fast to write and fast to read back in afterwards) ?</p>
  
  <p>Options considered (and tried for the first 2) :<br>
  - to_csv (but treats the dictionaries as strings, so conversion back to dictionaries afterwards is very slow)<br>
  - cPickle (but ran out of memory during execution)<br>
  - conversion to a scipy sparse matrix structure  </p>