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fix: Make reports pickable out-of-the-box (#1179)
This PR makes sure that the `EstimatorReport` and `CrossValidationReport` are pickable object. Right now, because we kept the step of the `Progress` from rich that has a lock, the object are not pickable. I reset the `_parent_progress` and `_progress_info` to `None` in the finally of the decorator. An alternative is to change the `set_state` but here I think that we can just applied this clean-up instead.
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