Save model to json or universal binary json rather than pkl

[kavidey]

For large models, saving models using pickle can create large files (1 GB+) and can create compatibility issues that require specific library versions. It would be awesome if there was a more portable, archivable format that models could be saved/loaded in such as json or ubj. Additionally if space could be saved by only saving the parts of the model needed for inference (eg not feature importance) that would be great.

I'm happy to help with the implementation, but am not as familiar with the ngboost code and which parts of the model would need to be serialized.