Comment sauvegarder le modèle Scikit-Learn-Keras dans un fichier de persistance (pickle / hd5/json / yaml)

j'ai le code suivant, en utilisant Keras Scikit-Learn Wrapper:

from keras.models import Sequential
from sklearn import datasets
from keras.layers import Dense
from sklearn.model_selection import train_test_split
from keras.wrappers.scikit_learn import KerasClassifier
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import cross_val_score
from sklearn import preprocessing
import pickle
import numpy as np
import json

def classifier(X, y):
    """
    Description of classifier
    """
    NOF_ROW, NOF_COL =  X.shape

    def create_model():
        # create model
        model = Sequential()
        model.add(Dense(12, input_dim=NOF_COL, init='uniform', activation='relu'))
        model.add(Dense(6, init='uniform', activation='relu'))
        model.add(Dense(1, init='uniform', activation='sigmoid'))
        # Compile model
        model.compile(loss='binary_crossentropy', optimizer='adam', metrics=['accuracy'])
        return model

    # evaluate using 10-fold cross validation
    seed = 7
    np.random.seed(seed)
    model = KerasClassifier(build_fn=create_model, nb_epoch=150, batch_size=10, verbose=0)
    return model


def main():
    """
    Description of main
    """

    iris = datasets.load_iris()
    X, y = iris.data, iris.target
    X = preprocessing.scale(X)

    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4, random_state=0)
    model_tt = classifier(X_train, y_train)
    model_tt.fit(X_train,y_train)

    #--------------------------------------------------
    # This fail
    #-------------------------------------------------- 
    filename = 'finalized_model.sav'
    pickle.dump(model_tt, open(filename, 'wb'))
    # load the model from disk
    loaded_model = pickle.load(open(filename, 'rb'))
    result = loaded_model.score(X_test, Y_test)
    print(result)

    #--------------------------------------------------
    # This also fail
    #--------------------------------------------------
    # from keras.models import load_model       
    # model_tt.save('test_model.h5')


    #--------------------------------------------------
    # This works OK 
    #-------------------------------------------------- 
    # print model_tt.score(X_test, y_test)
    # print model_tt.predict_proba(X_test)
    # print model_tt.predict(X_test)


# Output of predict_proba
# 2nd column is the probability that the prediction is 1
# this value is used as final score, which can be used
# with other method as comparison
# [   [ 0.25311464  0.74688536]
#     [ 0.84401423  0.15598579]
#     [ 0.96047372  0.03952631]
#     ...,
#     [ 0.25518912  0.74481088]
#     [ 0.91467732  0.08532269]
#     [ 0.25473493  0.74526507]]

# Output of predict
# [[1]
# [0]
# [0]
# ...,
# [1]
# [0]
# [1]]


if __name__ == '__main__':
    main()

Comme indiqué dans le code là, il échoue à cette ligne:

pickle.dump(model_tt, open(filename, 'wb'))

Avec cette erreur:

pickle.PicklingError: Can't pickle <function create_model at 0x101c09320>: it's not found as __main__.create_model

comment le contourner?