Save model in ubj as the default. (#9947)

tests/python/test_pickling.py

@@ -1,13 +1,10 @@
 import json
 import os
 import pickle
-import tempfile
 
 import numpy as np
-import pytest
 
 import xgboost as xgb
-from xgboost import testing as tm
 
 kRows = 100
 kCols = 10
@@ -64,27 +61,3 @@ class TestPickling:
         params = {"nthread": 8, "tree_method": "exact", "subsample": 0.5}
         config = self.run_model_pickling(params)
         check(config)
-
-    @pytest.mark.skipif(**tm.no_sklearn())
-    def test_with_sklearn_obj_metric(self) -> None:
-        from sklearn.metrics import mean_squared_error
-
-        X, y = tm.datasets.make_regression()
-        reg = xgb.XGBRegressor(objective=tm.ls_obj, eval_metric=mean_squared_error)
-        reg.fit(X, y)
-
-        pkl = pickle.dumps(reg)
-        reg_1 = pickle.loads(pkl)
-        assert callable(reg_1.objective)
-        assert callable(reg_1.eval_metric)
-
-        with tempfile.TemporaryDirectory() as tmpdir:
-            path = os.path.join(tmpdir, "model.json")
-            reg.save_model(path)
-
-            reg_2 = xgb.XGBRegressor()
-            reg_2.load_model(path)
-
-        assert not callable(reg_2.objective)
-        assert not callable(reg_2.eval_metric)
-        assert reg_2.eval_metric is None