Rotbaum: turn to json-based serialization (#3176)

*Issue #, if available:*

*Description of changes:*


By submitting this pull request, I confirm that you can use, modify,
copy, and redistribute this contribution, under the terms of your
choice.


**Please tag this pr with at least one of these labels to make our
release process faster:** BREAKING, new feature, bug fix, other change,
dev setup

src/gluonts/ext/rotbaum/_predictor.py

@@ -13,7 +13,6 @@
 
 import concurrent.futures
 import logging
-import pickle
 from itertools import chain
 from typing import Iterator, List, Optional, Any, Dict
 from toolz import first
@@ -24,6 +23,7 @@
 from itertools import compress
 
 from gluonts.core.component import validated
+from gluonts.core.serde import dump_json, load_json
 from gluonts.dataset.common import Dataset
 from gluonts.dataset.util import forecast_start
 from gluonts.model.forecast import Forecast
@@ -355,8 +355,8 @@ class name, version information and constructor arguments.
  generated when pickling the TreePredictor.
  """
  super().serialize(path)
- with (path / "predictor.pkl").open("wb") as f:
- pickle.dump(self.model_list, f)
+ with (path / "model_list.json").open("w") as fp:
+ print(dump_json(self.model_list), file=fp)
 
  @classmethod
  def deserialize(cls, path: Path, **kwargs: Any) -> "TreePredictor":
@@ -369,8 +369,8 @@ def deserialize(cls, path: Path, **kwargs: Any) -> "TreePredictor":
 
  predictor = super().deserialize(path)
  assert isinstance(predictor, cls)
- with (path / "predictor.pkl").open("rb") as f:
- predictor.model_list = pickle.load(f)
+ with (path / "model_list.json").open("r") as fp:
+ predictor.model_list = load_json(fp.read())
  return predictor
 
  def explain(