Hi all,

I have pushed a feature in joblib which enable joblib.dump to store
compressed versions of the files. The purpose is to reduce the disk size
used in scikit-learn's local storage of downloads.

Could people please try it out, saving randomly anything that they like.
For this you will need the git version of joblib: 
https://github.com/joblib/joblib
The feature should work on Py3k.

I expect saving to be significanlty slower with compression than without.
Loading is also quite slower, but not as badly. The amount of compression
widely varies as a function of the data saved. 

Feedback welcomed!

Gaƫl

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