Switch from dill to cloudpickle

[twiecki]

Other major packages (like airflow) are moving to cloudpickle: apache/airflow#7870

It also seems that cloudpickle as some incompatibilities with dill (as per @michaelosthege) during installation.

[Spaak]

So far the default serialization method is pickle, with an optional pickle_backend parameter to pm.sample which can be set to "dill" (required in certain cases, e.g. custom DensityDist). Do we want to keep this as a customizable parameter? Or should we always use cloudpickle? (I think at the very least we want to set cloudpickle to be the default if we make the effort of switching.) I think simply always using cloudpickle (and removing the pickle_backend parameter) would be fine, I don't see any scenario when someone would want to explicitly fall back to using pickle. (But me not seeing it is not enough to conclude there cannot be one ;) )

[twiecki]

Agree with your logic, seems like we can just use that as a default.

[Spaak]

Closed via #4858