Fix pickle and unpickling for all objects

[galipremsagar]

Description

Fixes: #15459

This PR fixes hangs in pickle and unpickling code by registering custom pickling and unpickling methods for all proxied types.

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.
• The documentation is up to date with these changes.

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[galipremsagar]

/okay to test

[galipremsagar]

/okay to test

[vyasr]

So IIUC this works because when we fall back to pd.read_pickle under the hood pandas is going to call pickle methods on its own types, so we're intercepting them at the lower level of the copyreg module? That seems generally fine in the pickle.load/pickle.dump case, but does it make us reliant on the internals of pd.read_pickle working in a certain way and calling the pickle methods?

[galipremsagar]

That seems generally fine in the pickle.load/pickle.dump case, but does it make us reliant on the internals of pd.read_pickle working in a certain way and calling the pickle methods?

We should generally be fine because pd.read_pickle and to_pickle are right now thin wrappers. If their implementations evolve and become complex we will need to inhouse those implementations. As of now, I don't see a need for it yet.

[vyasr]

Thanks for the explanation, that makes sense Prem. LGTM.

[galipremsagar]

/merge