CLN: Remove internal classes from MultiIndex pickle.

FrozenNDArray had made it into the MI pickle. No reason to do that and
just complicates pickle compat going forward. Now they just output
ndarray instead (which also avoids the unnecessary nested pickle
previously occurring).

Author: jtratner

pandas/core/index.py

@@ -2458,8 +2458,9 @@ def __contains__(self, key):
     def __reduce__(self):
         """Necessary for making this object picklable"""
         object_state = list(np.ndarray.__reduce__(self))
-        subclass_state = (list(self.levels), list(
-            self.labels), self.sortorder, list(self.names))
+        subclass_state = ([lev.view(np.ndarray) for lev in self.levels],
+                          [label.view(np.ndarray) for label in self.labels],
+                          self.sortorder, list(self.names))
         object_state[2] = (object_state[2], subclass_state)
         return tuple(object_state)