JSON configuration IO. (#5111)

* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.

tests/python/test_pickling.py

@@ -2,6 +2,7 @@ import pickle
 import numpy as np
 import xgboost as xgb
 import os
+import unittest
 
 
 kRows = 100
@@ -14,35 +15,45 @@ def generate_data():
     return X, y
 
 
-def test_model_pickling():
-    xgb_params = {
-        'verbosity': 0,
-        'nthread': 1,
-        'tree_method': 'hist'
-    }
+class TestPickling(unittest.TestCase):
+    def run_model_pickling(self, xgb_params):
+        X, y = generate_data()
+        dtrain = xgb.DMatrix(X, y)
+        bst = xgb.train(xgb_params, dtrain)
 
-    X, y = generate_data()
-    dtrain = xgb.DMatrix(X, y)
-    bst = xgb.train(xgb_params, dtrain)
+        dump_0 = bst.get_dump(dump_format='json')
+        assert dump_0
 
-    dump_0 = bst.get_dump(dump_format='json')
-    assert dump_0
+        filename = 'model.pkl'
 
-    filename = 'model.pkl'
+        with open(filename, 'wb') as fd:
+            pickle.dump(bst, fd)
 
-    with open(filename, 'wb') as fd:
-        pickle.dump(bst, fd)
+        with open(filename, 'rb') as fd:
+            bst = pickle.load(fd)
 
-    with open(filename, 'rb') as fd:
-        bst = pickle.load(fd)
+        with open(filename, 'wb') as fd:
+            pickle.dump(bst, fd)
 
-    with open(filename, 'wb') as fd:
-        pickle.dump(bst, fd)
+        with open(filename, 'rb') as fd:
+            bst = pickle.load(fd)
 
-    with open(filename, 'rb') as fd:
-        bst = pickle.load(fd)
+        assert bst.get_dump(dump_format='json') == dump_0
 
-    assert bst.get_dump(dump_format='json') == dump_0
+        if os.path.exists(filename):
+            os.remove(filename)
 
-    if os.path.exists(filename):
-        os.remove(filename)
+    def test_model_pickling_binary(self):
+        params = {
+            'nthread': 1,
+            'tree_method': 'hist'
+        }
+        self.run_model_pickling(params)
+
+    def test_model_pickling_json(self):
+        params = {
+            'nthread': 1,
+            'tree_method': 'hist',
+            'enable_experimental_json_serialization': True
+        }
+        self.run_model_pickling(params)