Save and load model in sklearn API (#3192)

* Add (load|save)_model to XGBModel

* Add docstring

* Fix docstring

* Fix mixed use of space and tab

* Add a test

* Fix Flake8 style errors

python-package/xgboost/sklearn.py

@@ -176,7 +176,7 @@ class XGBModel(XGBModelBase):
         booster : a xgboost booster of underlying model
         """
         if self._Booster is None:
-            raise XGBoostError('need to call fit beforehand')
+            raise XGBoostError('need to call fit or load_model beforehand')
         return self._Booster
 
     def get_params(self, deep=False):
@@ -214,6 +214,28 @@ class XGBModel(XGBModelBase):
             xgb_params.pop('nthread', None)
         return xgb_params
 
+    def save_model(self, fname):
+        """
+        Save the model to a file.
+        Parameters
+        ----------
+        fname : string
+            Output file name
+        """
+        self.get_booster().save_model(fname)
+
+    def load_model(self, fname):
+        """
+        Load the model from a file.
+        Parameters
+        ----------
+        fname : string or a memory buffer
+            Input file name or memory buffer(see also save_raw)
+        """
+        if self._Booster is None:
+            self._Booster = Booster({'nthread': self.n_jobs})
+        self._Booster.load_model(fname)
+
     def fit(self, X, y, sample_weight=None, eval_set=None, eval_metric=None,
             early_stopping_rounds=None, verbose=True, xgb_model=None,
             sample_weight_eval_set=None):