Use cPickle or pickle to Save Trained Model

try:
    import cPickle as pickle
except ImportError:
    import pickle

import numpy as np
import pandas as pd
from sklearn.datasets import load_diabetes
from sklearn.svm import SVR
from sklearn.model_selection import train_test_split, GridSearchCV
from sklearn.linear_model import LinearRegression

Load Data

# load datatset
X, y = load_diabetes(return_X_y = True)
print X.shape, y.shape

(442, 10) (442,)

# train_test splie
X_train, X_test, y_train, y_test = train_test_split(X,y, shuffle = True)
print X_train.shape, y_train.shape

(331, 10) (331,)

Train model

# train linear model on train set and predit on test set
model = LinearRegression()
fitted_model = model.fit(X_train, y_train)
print "The fitted model predict on the test set with RSqured: \n"
print fitted_model.score(X_test, y_test)

The fitted model predict on the test set with RSqured:

0.542043958777

Save model with pickle.dump

# use pickle to save the fitted model
with open ('fitted_model.pkl', 'wb') as f:
    pickle.dump(fitted_model, f)

Load saved model with pickle.load

# use pickle to load the fitted model
with open ('fitted_model.pkl', 'rb') as f:
    mdl = pickle.load(f)

# check to see the model is indeed the one we saved
print mdl.score(X_test, y_test)

0.542043958777