DeprecationWarning: the imp module is deprecated in favour of importlib

[ogrisel]

Modules such as scikit-learn that use cloudpickle and do not filer DeprecationWarning get the following when importing cloudpickle.

DeprecationWarning: the imp module is deprecated in favour of importlib; see the module's documentation for alternative uses import imp

Another way to display this is to launch python with the -Wd flag:

$ python -Wd -c "import cloudpickle"
/path/to/cloudpickle/cloudpickle.py:47: DeprecationWarning: the imp module is deprecated in favour of importlib; see the module's documentation for alternative uses
 import imp

We should therefore refactor cloudpickle to use importlib instead of imp while taking care of not breaking backward compat.

We should also run the tests of cloudpickle in a way that they would fail in case of uncaught deprecation warnings.