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I have read that, Pickle library is used to save trained model into a .pkl file to use it later. Also, we can save the weights of a trained model into a hdf5 format using

model.save()

and use those weights afterwards.

So why we use pickle instead of hdf5 files?

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As of December 2021 neither pickle nor h5 is recommended (while h5 is still supported by Keras/TF).

The docs say:

There are two formats you can use to save an entire model to disk: the TensorFlow SavedModel format, and the older Keras H5 format. The recommended format is SavedModel. It is the default when you use model.save()

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Avoid pickle, there are a couple of problems

Even in keras documentation they say

"It is not recommended to use pickle or cPickle to save a Keras model."

Also look at this solution.

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