Model persistence doc

Taking over #3084. Fixes #1332

Comments on #3084 should be addressed in this patch. 
I took the liberty and simplified the "Security and maintenance limitations" section as it felt overly verbose for me.

Feel free to comment any improvements/corrections on this
I would add:

It is strongly advised to save metadata information along with the model pickle files about the training data (such as the reference to an immutable snapshot), the Python source of the code used to train the model and the versions of scikit-learn and its dependencies and the cross-validation score obtained on the training data. This should make it possible to rebuild a similar model with future versions of scikit-learn and check that the cross-validation score is still in the same range.