Merge pull request #5084 from jtratner/fix-mi-pickle

CLN: Remove internal classes from MultiIndex pickle.

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)