Update link to pickle reference in error message

[This link](http://www.boost.org/libs/python/doc/v2/pickle.html) seems to be throwing a 404: https://github.com/boostorg/python/blob/f5d14ef15e98838b3cf18692d46c481287ed50d0/src/object/pickle_support.cpp#L33

Should it point to https://www.boost.org/doc/libs/1_78_0/libs/python/doc/html/reference/topics/pickle_support.html?

I'm not familiar with Boost, I just noticed this link on [a topic](https://dask.discourse.group/t/problems-with-object-pickle/394?u=pavithraes) in the Dask Discourse forum. Please point me in the right direction if I'm in the wrong place. :)