allow booster to be pickable, add copy function

demo/guide-python/basic_walkthrough.py

@@ -1,7 +1,9 @@
 #!/usr/bin/python
 import numpy as np
 import scipy.sparse
+import pickle
 import xgboost as xgb
+import copy
 
 ### simple example
 # load file from text file, also binary buffer generated by xgboost
@@ -28,6 +30,7 @@ bst.dump_model('dump.nice.txt','../data/featmap.txt')
 
 # save dmatrix into binary buffer
 dtest.save_binary('dtest.buffer')
+# save model
 bst.save_model('xgb.model')
 # load model and data in
 bst2 = xgb.Booster(model_file='xgb.model')
@@ -36,6 +39,14 @@ preds2 = bst2.predict(dtest2)
 # assert they are the same
 assert np.sum(np.abs(preds2-preds)) == 0
 
+# alternatively, you can pickle the booster
+pks = pickle.dumps(bst2)
+# load model and data in
+bst3 = pickle.loads(pks)
+preds3 = bst2.predict(dtest2)
+# assert they are the same
+assert np.sum(np.abs(preds3-preds)) == 0
+
 ###
 # build dmatrix from scipy.sparse
 print ('start running example of build DMatrix from scipy.sparse CSR Matrix')