Hello, I have a trained ExtraTreesRegressor saved using joblib.dump
(without compress). This creates more than ten thousand files, each
weighing less than 100KB. When trying to load using joblib.load with
mmap_mode="r" I get a  "[Errno 24] Too many open files. "

Is there a way to save my regressor without creating so many files? I know
compress is an option but then i wouldn't be able to use mmap_mode, and
speed is an issue in my implementation. Would it even help to use memory
mapping?
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