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Log when memory fails due to unpicklable function output #952

@rggjan

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@rggjan

I just spent hours trying to find out why my function didn't get cached when using @memory.cache. It turns out the reason was that the function returned an object where pickle threw an exception when trying to pickle it to disk.

This exception was silently swallowed in _store_backends.py:

    def dump_item(self, path, item, verbose=1):
        """Dump an item in the store at the path given as a list of
           strings."""
        try:
            item_path = os.path.join(self.location, *path)
            if not self._item_exists(item_path):
                self.create_location(item_path)
            filename = os.path.join(item_path, 'output.pkl')
            if verbose > 10:
                print('Persisting in %s' % item_path)

            def write_func(to_write, dest_filename):
                with self._open_item(dest_filename, "wb") as f:
                    numpy_pickle.dump(to_write, f,
                                      compress=self.compress)

            self._concurrency_safe_write(item, filename, write_func)
        except:  # noqa: E722
            " Race condition in the creation of the directory "

It would be great if at least a log message would be generated along the lines of "function XY could not be cached due to unpicklable function result", even if this is just logged at a high verbosity level.

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