Store intermediate results as pickle

I was wondering what the thinking was behind choosing `np.save`/`np.load` instead of `pickle`. I was preparing data for a fairly small region and ended up with 156250 tiles in total. Of which about 50000 are in one of my classes. Running `label-maker images` took a long time so I started investigating and switching from `.npz` to a pickle means it starts downloading tiles more or less immediately. Before I had to wait a very long time (minutes or more?) to get to the bit when it starts downloading.

If this sounds like something you'd be open to I'd contribute a PR.