KeyError when loading pickled scikit-learn model using joblib

The solution to this was pretty banal: Without being aware of it I was using the version of joblib in sklearn.externals.joblib for the pickling, but a newer version of joblib for unpickling the object. The problem was resolved when I used the newer version of joblib for both tasks.

Mine was interesting. I was working with git-lfs and thus the files had been changed and joblib couldn't open them. So I needed to run git lfs pull to get actual files. So if you are using compatible joblib versions, make sure your files are not changed somehow!

With me, happened that I exported the model using from sklearn.externals import joblib and tried to load using import joblib.