pickle.PicklingError: Can't pickle <function preprocessor at 0x109217488>: it's not found as __main__.preprocessor

Question

I need to store a machine learning classifier that I developed using sklearn. I am using joblib package for this. Here is how I do it:

from sklearn.externals improt joblib

#clf is defined above
joblib.dump(clf,'test.clf')

I am having the following error:

Traceback (most recent call last):
  File "svm_clf.py", line 333, in <module>
  my_svm_classifier(get_best_model(), X, y, name="svm pos vs neg", plot=True)
  File "svm_clf.py", line 300, in my_svm_classifier
    joblib.dump(clf, 'neg.clf')
  File "//anaconda/lib/python2.7/site-packages/sklearn/externals/joblib/numpy_pickle.py", line 369, in dump pickler.dump(value)

...
...
...

pickle.PicklingError: Can't pickle <function preprocessor at 0x108301488>: it's not found as \__main\__.preprocessor

Any help?