Chapter 3 : Exercise 1 - MNIST Classifier with 97% accuracy - Could not pickle the task to send it to the workers.

Ran this code for the first exercise -
```
from sklearn.model_selection import GridSearchCV
param_grid = [{'weights': ["uniform", "distance"], 'n_neighbors': [3, 4, 5]}]
knn_clf = KNeighborsClassifier()
grid_search = GridSearchCV(knn_clf, param_grid, cv=5, verbose=3, n_jobs=-1)
grid_search.fit(X_train, y_train)
```

I got this error -
Could not pickle the task to send it to the workers.

How do I resolve this?