def save_model(self, output_filename, compress=True, save_data=True):
self._save_model(output_filename, compress=True, save_data=True)<EOL>
Method to serialize the model.

:param string output_filename: Output file
:param boolean compress: If true compress the file using zip
:param boolean save_data: if true, it serializes the training data
    (self.X and self.Y)