Test fail on numpy-1.16

[scarabeusiv]

As a sidenote first you guys don't test on travis against latest numpy :)

When testing the pickle loading the default behaviour changed in numpy and breaks the test_joblib_pickle_across_python_versions test.

The most important change is in the numpy.load behaviour as inlined bellow:

[  379s]             Allow loading pickled object arrays stored in npy files. Reasons for
[  379s]             disallowing pickles include security, as loading pickled data can
[  379s]             execute arbitrary code. If pickles are disallowed, loading object
[  379s]             arrays will fail. Default: False
[  379s]     
[  379s]             .. versionchanged:: 1.16.3
[  379s]                 Made default False in response to CVE-2019-6446.

[ogrisel]

Fix by #879.