microsoft / microsoft/FLAML

ValueError: unsupported pickle protocol: 5 while ensemble=True

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Description

Hi,

I am trying to use ensemble method while training a dataset as below-

![image](https://user-images.githubusercontent.com/97145738/184356852-5b088d9c-3e41-4fbe-998f-158c0d2a69c1.png)

The training was fine but in the end of the following line- `[flaml.automl: 08-12 12:34:01] {3407} WARNING - Using passthrough=False for ensemble because the data contain categorical features.`

I am getting below -

![image](https://user-images.githubusercontent.com/97145738/184356015-a7fe3306-f736-47d5-827e-01b8b1d3b99b.png)

And then the following error occurred-

![image](https://user-images.githubusercontent.com/97145738/184356687-914502eb-2c8e-4380-bc34-c54dbca31a3e.png)

![image](https://user-images.githubusercontent.com/97145738/184357099-3ab8a182-d660-4b60-9a06-96f27c019dab.png)

![image](https://user-images.githubusercontent.com/97145738/184356110-52f5f468-2d53-4e7d-bfea-c1943e18dc86.png)

Without ensemble, I was able to complete the training.

My dataset info is as below-

![image](https://user-images.githubusercontent.com/97145738/184357678-823e6cd5-3f65-4a8f-9e9d-d032de814b24.png)

![image](https://user-images.githubusercontent.com/97145738/184357756-19aad2ea-691b-4813-b4f3-25b38725a060.png)

Please help me to resolve this issue.

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