ProgressBar not pickleable

[BenjaminBossan]

As reported in #654 by @drr3d, ProgressBar cannot be pickled.

Here is code to reproduce the error:

import numpy as np
from sklearn.datasets import make_classification

from skorch import NeuralNetClassifier
from skorch.callbacks import ProgressBar
from skorch.toy import make_classifier


X, y = make_classification(1000, 20, n_informative=10, random_state=0)
X = X.astype(np.float32)
y = y.astype(np.int64)

cb = ProgressBar()
net = NeuralNetClassifier(
    make_classifier(),
    callbacks=[cb]
)
net.fit(X, y)

_ = pickle.dumps(net)  # raises Exception
del cb.pbar
_ = pickle.dumps(net)  # works

It seems the issue is related to tqdm. Calling cb.pbar.close() or cb.pbar.clear() explicitly has no effect. In the worst case, we would need to override __getstate__ and __setstate__ of ProgressBar to work around the problem, but maybe there is a better way.