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Saving models using h5 files for safety  #16875

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@naklecha

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@naklecha

Is there a way I can save Sklearn models into h5 files as they are safer than pickle files or joblib files. The issue with pickle files is that a malicious program can easily be introduced while loading pickle files whereas h5 files only contain data and will be very easy to load models even from untrusted sources.

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