diff --git a/CMakeLists.txt b/CMakeLists.txt
index 2ce57a69fc5..76ceb7f07c1 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -403,6 +403,14 @@ IF (GDB_FOUND)
 	SET(GDB_DEFAULT_SCRIPT ${CMAKE_CURRENT_SOURCE_DIR}/src/.gdb)
 ENDIF()
 
+FIND_PACKAGE(Cereal)
+IF(NOT CEREAL_FOUND)
+	include(external/Cereal)
+	LIST(APPEND INCLUDES ${CEREAL_INCLUDE_DIRS})
+ELSE()
+	LIST(APPEND INCLUDES ${CEREAL_INCLUDE_DIRS})
+ENDIF()
+
 FIND_PACKAGE(Doxygen 1.8.6)
 IF(DOXYGEN_FOUND)
 	SET(HAVE_DOXYGEN 1)
diff --git a/cmake/FindCereal.cmake b/cmake/FindCereal.cmake
new file mode 100644
index 00000000000..5ed51bd3e35
--- /dev/null
+++ b/cmake/FindCereal.cmake
@@ -0,0 +1,19 @@
+# - Try to find Cereal Serialization Library
+#
+# This sets the following variables:
+# CEREAL_FOUND - True if Cereal was found.
+# CEREAL_INCLUDE_DIRS - Directories containing the Cereal include files.
+
+find_path(CEREAL_INCLUDE_DIR cereal
+	HINTS "$ENV{CMAKE_SOURCE_DIR}/include" "/usr/include" "$ENV{CMAKE_BINARY_DIR}/cereal/include")
+
+set(CEREAL_INCLUDE_DIRS ${CEREAL_INCLUDE_DIR})
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(Cereal DEFAULT_MSG CEREAL_INCLUDE_DIR)
+
+mark_as_advanced(CEREAL_INCLUDE_DIR)
+
+if(CEREAL_FOUND)
+  MESSAGE(STATUS "Found Cereal: ${CEREAL_INCLUDE_DIRS}")
+endif(CEREAL_FOUND)
diff --git a/cmake/external/Cereal.cmake b/cmake/external/Cereal.cmake
new file mode 100644
index 00000000000..d8e3603b1e9
--- /dev/null
+++ b/cmake/external/Cereal.cmake
@@ -0,0 +1,14 @@
+include(ExternalProject)
+ExternalProject_Add(
+	Cereal
+	PREFIX ${CMAKE_BINARY_DIR}/Cereal
+	DOWNLOAD_DIR ${THIRD_PARTY_DIR}/Cereal
+	URL https://github.com/USCiLab/cereal/archive/v1.2.0.tar.gz
+	URL_MD5 e372c9814696481dbdb7d500e1410d2b
+	CMAKE_ARGS -DCMAKE_C_FLAGS:STRING=${CMAKE_C_FLAGS}${CMAKE_DEFINITIONS}
+		-DCMAKE_CXX_FLAGS:STRING=${CMAKE_CXX_FLAGS}${CMAKE_DEFINITIONS}
+	INSTALL_COMMAND ""
+	)
+
+SET(CEREAL_INCLUDE_DIRS ${CMAKE_BINARY_DIR}/Cereal/src/Cereal/include)
+LIST(APPEND SHOGUN_DEPENDS Cereal)
diff --git a/src/shogun/base/AnyParameter.h b/src/shogun/base/AnyParameter.h
index 23a1ba44457..c5b138aff6d 100644
--- a/src/shogun/base/AnyParameter.h
+++ b/src/shogun/base/AnyParameter.h
@@ -60,6 +60,16 @@ namespace shogun
 			return m_gradient;
 		}
 
+		/** serialize the object using cereal
+		 *
+		 * @param ar Archive type
+		 */
+		template<class Archive>
+		void serialize(Archive& ar)
+		{
+			ar(m_model_selection, m_gradient);
+		}
+
 	private:
 		std::string m_description;
 		EModelSelectionAvailability m_model_selection;
@@ -112,6 +122,16 @@ namespace shogun
 			return !(*this == other);
 		}
 
+		/** serialize the object using cereal
+		 *
+		 * @param ar Archive type
+		 */
+		template<class Archive>
+		void serialize(Archive& ar)
+		{
+			ar(m_value, m_properties);
+		}
+
 	private:
 		Any m_value;
 		AnyParameterProperties m_properties;
diff --git a/src/shogun/base/SGObject.cpp b/src/shogun/base/SGObject.cpp
index 140c1d90532..b2c9c48f115 100644
--- a/src/shogun/base/SGObject.cpp
+++ b/src/shogun/base/SGObject.cpp
@@ -32,6 +32,15 @@
 #include <rxcpp/rx-lite.hpp>
 
 #include <algorithm>
+
+#include <cereal/types/map.hpp>
+#include <cereal/types/unordered_map.hpp>
+#include <cereal/archives/binary.hpp>
+#include <cereal/archives/json.hpp>
+#include <cereal/archives/xml.hpp>
+#include <cereal/types/polymorphic.hpp>
+#include <fstream>
+
 #include <unordered_map>
 #include <memory>
 
@@ -235,6 +244,74 @@ int32_t CSGObject::unref()
 	}
 }
 
+void CSGObject::save_binary(const char* filename) const
+{
+	std::ofstream os(filename);
+	cereal::BinaryOutputArchive archive(os);
+	archive(cereal::make_nvp(this->get_name(), *this));
+}
+
+void CSGObject::save_json(const char* filename) const
+{
+	std::ofstream os(filename);
+	cereal::JSONOutputArchive archive(os);
+	archive(cereal::make_nvp(this->get_name(), *this));
+}
+
+void CSGObject::save_xml(const char* filename) const
+{
+	std::ofstream os(filename);
+	cereal::XMLOutputArchive archive(os);
+	archive(cereal::make_nvp(this->get_name(), *this));
+}
+
+void CSGObject::load_binary(const char* filename)
+{
+	std::ifstream is(filename);
+	cereal::BinaryInputArchive archive(is);
+	archive(*this);
+}
+
+void CSGObject::load_json(const char* filename)
+{
+	std::ifstream is(filename);
+	cereal::JSONInputArchive archive(is);
+	archive(*this);
+}
+
+void CSGObject::load_xml(const char* filename)
+{
+	std::ifstream is(filename);
+	cereal::XMLInputArchive archive(is);
+	archive(*this);
+}
+
+template <class Archive>
+void CSGObject::cereal_save(Archive& ar) const
+{
+	for (const auto& it : self->map)
+		ar(cereal::make_nvp(it.first.name(), it.second));
+}
+template void CSGObject::cereal_save<cereal::BinaryOutputArchive>(
+    cereal::BinaryOutputArchive& ar) const;
+template void CSGObject::cereal_save<cereal::JSONOutputArchive>(
+    cereal::JSONOutputArchive& ar) const;
+template void CSGObject::cereal_save<cereal::XMLOutputArchive>(
+    cereal::XMLOutputArchive& ar) const;
+
+template <class Archive>
+void CSGObject::cereal_load(Archive& ar)
+{
+	for (auto& it : self->map)
+		ar(it.second);
+}
+template void CSGObject::cereal_load<cereal::BinaryInputArchive>(
+    cereal::BinaryInputArchive& ar);
+template void
+CSGObject::cereal_load<cereal::JSONInputArchive>(cereal::JSONInputArchive& ar);
+template void
+CSGObject::cereal_load<cereal::XMLInputArchive>(cereal::XMLInputArchive& ar);
+
 #ifdef TRACE_MEMORY_ALLOCS
 #include <shogun/lib/Map.h>
 extern CMap<void*, shogun::MemoryBlock>* sg_mallocs;
diff --git a/src/shogun/base/SGObject.h b/src/shogun/base/SGObject.h
index d76e0df399d..0f8325d2656 100644
--- a/src/shogun/base/SGObject.h
+++ b/src/shogun/base/SGObject.h
@@ -140,6 +140,58 @@ class CSGObject
 	/** destructor */
 	virtual ~CSGObject();
 
+#ifndef SWIG // SWIG should skip this part
+		     /** serializes the SGObject to a binary file
+		      *
+		      * @param filename Binary archive filename
+		      */
+	void save_binary(const char* filename) const;
+
+	/** serializes the SGObject to a JSON file
+	 *
+	 * @param filename JSON archive filename
+	 */
+	void save_json(const char* filename) const;
+
+	/** serializes the SGObject to a XML file
+	 *
+	 * @param filename XML archive filename
+	 */
+	void save_xml(const char* filename) const;
+
+	/** loads SGObject from a Binary file
+	 *
+	 * @param filename Binary archive filename
+	 */
+	void load_binary(const char* filename);
+
+	/** loads SGObject from a JSON file
+	 *
+	 * @param filename JSON archive filename
+	 */
+	void load_json(const char* filename);
+
+	/** loads SGObject from a XML file
+	 *
+	 * @param filename XML archive filename
+	 */
+	void load_xml(const char* filename);
+
+	/** serializes SGObject parameters to Archive with Cereal
+	 *
+	 * @param ar Archive
+	 */
+	template <class Archive>
+	void cereal_save(Archive& ar) const;
+
+	/** loads SGObject parameters from Archive with Cereal
+	 *
+	 * @param ar Archive
+	 */
+	template <class Archive>
+	void cereal_load(Archive& ar);
+#endif // #ifndef SWIG // SWIG should skip this part
+
 	/** increase reference counter
 	 *
 	 * @return reference count
diff --git a/src/shogun/lib/SGMatrix.cpp b/src/shogun/lib/SGMatrix.cpp
index afcc450f8f4..48e4753716a 100644
--- a/src/shogun/lib/SGMatrix.cpp
+++ b/src/shogun/lib/SGMatrix.cpp
@@ -1,9 +1,9 @@
 /*
  * This software is distributed under BSD 3-clause license (see LICENSE file).
  *
- * Authors: Heiko Strathmann, Soeren Sonnenburg, Soumyajit De, Thoralf Klein, 
- *          Pan Deng, Fernando Iglesias, Sergey Lisitsyn, Viktor Gal, 
- *          Michele Mazzoni, Yingrui Chang, Weijie Lin, Khaled Nasr, 
+ * Authors: Heiko Strathmann, Soeren Sonnenburg, Soumyajit De, Thoralf Klein,
+ *          Pan Deng, Fernando Iglesias, Sergey Lisitsyn, Viktor Gal,
+ *          Michele Mazzoni, Yingrui Chang, Weijie Lin, Khaled Nasr,
  *          Koen van de Sande, Roman Votyakov
  */
 
@@ -18,145 +18,160 @@
 #include <limits>
 #include <algorithm>
 
+#include <cereal/archives/binary.hpp>
+#include <cereal/archives/json.hpp>
+#include <cereal/archives/xml.hpp>
+#include <cereal/cereal.hpp>
+#include <cereal/types/polymorphic.hpp>
+
 namespace shogun
 {
 
-template <class T>
-SGMatrix<T>::SGMatrix() : SGReferencedData()
-{
-	init_data();
-}
-
-template <class T>
-SGMatrix<T>::SGMatrix(bool ref_counting) : SGReferencedData(ref_counting)
-{
-	init_data();
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix() : SGReferencedData()
+	{
+		init_data();
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(T* m, index_t nrows, index_t ncols, bool ref_counting)
-	: SGReferencedData(ref_counting), matrix(m),
-	num_rows(nrows), num_cols(ncols), gpu_ptr(nullptr)
-{
-	m_on_gpu.store(false, std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(bool ref_counting) : SGReferencedData(ref_counting)
+	{
+		init_data();
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(T* m, index_t nrows, index_t ncols, index_t offset)
-	: SGReferencedData(false), matrix(m+offset),
-	num_rows(nrows), num_cols(ncols)
-{
-	m_on_gpu.store(false, std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(T* m, index_t nrows, index_t ncols, bool ref_counting)
+	    : SGReferencedData(ref_counting), matrix(m), num_rows(nrows),
+	      num_cols(ncols), gpu_ptr(nullptr)
+	{
+		m_on_gpu.store(false, std::memory_order_release);
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(index_t nrows, index_t ncols, bool ref_counting)
-	: SGReferencedData(ref_counting), num_rows(nrows), num_cols(ncols), gpu_ptr(nullptr)
-{
-	matrix=SG_CALLOC(T, ((int64_t) nrows)*ncols);
-	m_on_gpu.store(false, std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(T* m, index_t nrows, index_t ncols, index_t offset)
+	    : SGReferencedData(false), matrix(m + offset), num_rows(nrows),
+	      num_cols(ncols)
+	{
+		m_on_gpu.store(false, std::memory_order_release);
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(SGVector<T> vec) : SGReferencedData(vec)
-{
-	REQUIRE((vec.vector || vec.gpu_ptr), "Vector not initialized!\n");
-	matrix=vec.vector;
-	num_rows=vec.vlen;
-	num_cols=1;
-	gpu_ptr = vec.gpu_ptr;
-	m_on_gpu.store(vec.on_gpu(), std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(index_t nrows, index_t ncols, bool ref_counting)
+	    : SGReferencedData(ref_counting), num_rows(nrows), num_cols(ncols),
+	      gpu_ptr(nullptr)
+	{
+		matrix = SG_CALLOC(T, ((int64_t)nrows) * ncols);
+		m_on_gpu.store(false, std::memory_order_release);
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(SGVector<T> vec, index_t nrows, index_t ncols)
-: SGReferencedData(vec)
-{
-	REQUIRE((vec.vector || vec.gpu_ptr), "Vector not initialized!\n");
-	REQUIRE(nrows>0, "Number of rows (%d) has to be a positive integer!\n", nrows);
-	REQUIRE(ncols>0, "Number of cols (%d) has to be a positive integer!\n", ncols);
-	REQUIRE(vec.vlen==nrows*ncols, "Number of elements in the matrix (%d) must "
-			"be the same as the number of elements in the vector (%d)!\n",
-			nrows*ncols, vec.vlen);
+	template <class T>
+	SGMatrix<T>::SGMatrix(SGVector<T> vec) : SGReferencedData(vec)
+	{
+		REQUIRE((vec.vector || vec.gpu_ptr), "Vector not initialized!\n");
+		matrix = vec.vector;
+		num_rows = vec.vlen;
+		num_cols = 1;
+		gpu_ptr = vec.gpu_ptr;
+		m_on_gpu.store(vec.on_gpu(), std::memory_order_release);
+	}
 
-	matrix=vec.vector;
-	num_rows=nrows;
-	num_cols=ncols;
-	gpu_ptr = vec.gpu_ptr;
-	m_on_gpu.store(vec.on_gpu(), std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(SGVector<T> vec, index_t nrows, index_t ncols)
+	    : SGReferencedData(vec)
+	{
+		REQUIRE((vec.vector || vec.gpu_ptr), "Vector not initialized!\n");
+		REQUIRE(
+		    nrows > 0, "Number of rows (%d) has to be a positive integer!\n",
+		    nrows);
+		REQUIRE(
+		    ncols > 0, "Number of cols (%d) has to be a positive integer!\n",
+		    ncols);
+		REQUIRE(
+		    vec.vlen == nrows * ncols,
+		    "Number of elements in the matrix (%d) must "
+		    "be the same as the number of elements in the vector (%d)!\n",
+		    nrows * ncols, vec.vlen);
+
+		matrix = vec.vector;
+		num_rows = nrows;
+		num_cols = ncols;
+		gpu_ptr = vec.gpu_ptr;
+		m_on_gpu.store(vec.on_gpu(), std::memory_order_release);
+	}
 
-template<class T>
-SGMatrix<T>::SGMatrix(GPUMemoryBase<T>* mat, index_t nrows, index_t ncols)
-	: SGReferencedData(true), matrix(NULL), num_rows(nrows), num_cols(ncols),
-	gpu_ptr(std::shared_ptr<GPUMemoryBase<T>>(mat))
-{
-	m_on_gpu.store(true, std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(GPUMemoryBase<T>* mat, index_t nrows, index_t ncols)
+	    : SGReferencedData(true), matrix(NULL), num_rows(nrows),
+	      num_cols(ncols), gpu_ptr(std::shared_ptr<GPUMemoryBase<T>>(mat))
+	{
+		m_on_gpu.store(true, std::memory_order_release);
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(const SGMatrix &orig) : SGReferencedData(orig)
-{
-	copy_data(orig);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(const SGMatrix& orig) : SGReferencedData(orig)
+	{
+		copy_data(orig);
+	}
 
-template <class T>
-SGMatrix<T>::SGMatrix(EigenMatrixXt& mat)
-: SGReferencedData(false), matrix(mat.data()),
-	num_rows(mat.rows()), num_cols(mat.cols()), gpu_ptr(nullptr)
-{
-	m_on_gpu.store(false, std::memory_order_release);
-}
+	template <class T>
+	SGMatrix<T>::SGMatrix(EigenMatrixXt& mat)
+	    : SGReferencedData(false), matrix(mat.data()), num_rows(mat.rows()),
+	      num_cols(mat.cols()), gpu_ptr(nullptr)
+	{
+		m_on_gpu.store(false, std::memory_order_release);
+	}
 
-template <class T>
-SGMatrix<T>::operator EigenMatrixXtMap() const
-{
-	assert_on_cpu();
-	return EigenMatrixXtMap(matrix, num_rows, num_cols);
-}
+	template <class T>
+	SGMatrix<T>::operator EigenMatrixXtMap() const
+	{
+		assert_on_cpu();
+		return EigenMatrixXtMap(matrix, num_rows, num_cols);
+	}
 
-template<class T>
-SGMatrix<T>& SGMatrix<T>::operator=(const SGMatrix<T>& other)
-{
-	if(&other == this)
-	return *this;
+	template <class T>
+	SGMatrix<T>& SGMatrix<T>::operator=(const SGMatrix<T>& other)
+	{
+		if (&other == this)
+			return *this;
+
+		unref();
+		copy_data(other);
+		copy_refcount(other);
+		ref();
+		return *this;
+	}
 
-	unref();
-	copy_data(other);
-	copy_refcount(other);
-	ref();
-	return *this;
-}
+	template <class T>
+	SGMatrix<T>::~SGMatrix()
+	{
+		unref();
+	}
 
-template <class T>
-SGMatrix<T>::~SGMatrix()
-{
-	unref();
-}
+	template <class T>
+	bool SGMatrix<T>::equals(const SGMatrix<T>& other) const
+	{
+		// avoid comparing elements when both are same.
+		// the case where both matrices are uninitialized is handled here as
+		// well.
+		if (*this == other)
+			return true;
 
-template <class T>
-bool SGMatrix<T>::equals(const SGMatrix<T>& other) const
-{
-	// avoid comparing elements when both are same.
-	// the case where both matrices are uninitialized is handled here as well.
-	if (*this==other)
-		return true;
 
-	// both empty
-	if (!(num_rows || num_cols || other.num_rows || other.num_cols))
-		return true;
+		// both empty
+		if (!(num_rows || num_cols || other.num_rows || other.num_cols))
+			return true;
 
-	// only one empty
-	if (!matrix || !other.matrix)
-		return false;
+		// only one empty
+		if (!matrix || !other.matrix)
+			return false;
 
-	// different size
-	if (num_rows!=other.num_rows || num_cols!=other.num_cols)
-		return false;
+		// different size
+		if (num_rows!=other.num_rows || num_cols!=other.num_cols)
+			return false;
 
-	// content
-	return std::equal(matrix, matrix+size(), other.matrix);
-}
+		// content
+		return std::equal(matrix, matrix+size(), other.matrix);
+	}
 
 #ifndef REAL_EQUALS
 #define REAL_EQUALS(real_t)                                                    \
@@ -1213,7 +1228,61 @@ void SGMatrix<complex128_t>::save(CFile* saver)
 	SG_SERROR("SGMatrix::save():: Not supported for complex128_t\n");
 }
 
-template<class T>
+template <class T>
+template <class Archive>
+void SGMatrix<T>::cereal_save(Archive& ar) const
+{
+	ar(cereal::base_class<SGReferencedData>(this));
+	ar(cereal::make_nvp("num_rows", num_rows));
+	ar(cereal::make_nvp("num_cols", num_cols));
+
+	for (index_t i = 0; i < num_rows * num_cols; ++i)
+		ar(matrix[i]);
+}
+
+template <>
+template <class Archive>
+void SGMatrix<complex128_t>::cereal_save(Archive& ar) const
+{
+	ar(cereal::base_class<SGReferencedData>(this));
+	ar(cereal::make_nvp("num_rows", num_rows));
+	ar(cereal::make_nvp("num_cols", num_cols));
+
+	float64_t* temp = reinterpret_cast<float64_t*>(matrix);
+	for (index_t i = 0; i < num_rows * num_cols * 2; ++i)
+		ar(temp[i]);
+}
+
+template <class T>
+template <class Archive>
+void SGMatrix<T>::cereal_load(Archive& ar)
+{
+	unref();
+	ar(cereal::base_class<SGReferencedData>(this));
+
+	ar(num_rows);
+	ar(num_cols);
+	matrix = SG_MALLOC(T, num_rows * num_cols);
+	for (index_t i = 0; i < num_rows * num_cols; ++i)
+		ar(matrix[i]);
+}
+
+template <>
+template <class Archive>
+void SGMatrix<complex128_t>::cereal_load(Archive& ar)
+{
+	unref();
+	ar(cereal::base_class<SGReferencedData>(this));
+
+	ar(num_rows);
+	ar(num_cols);
+	matrix = SG_MALLOC(complex128_t, num_rows * num_cols);
+	float64_t* temp = reinterpret_cast<float64_t*>(matrix);
+	for (index_t i = 0; i < num_rows * num_cols * 2; ++i)
+		ar(temp[i]);
+}
+
+template <class T>
 SGVector<T> SGMatrix<T>::get_row_vector(index_t row) const
 {
 	assert_on_cpu();
@@ -1240,18 +1309,33 @@ SGVector<T> SGMatrix<T>::get_diagonal_vector() const
 	return diag;
 }
 
-template class SGMatrix<bool>;
-template class SGMatrix<char>;
-template class SGMatrix<int8_t>;
-template class SGMatrix<uint8_t>;
-template class SGMatrix<int16_t>;
-template class SGMatrix<uint16_t>;
-template class SGMatrix<int32_t>;
-template class SGMatrix<uint32_t>;
-template class SGMatrix<int64_t>;
-template class SGMatrix<uint64_t>;
-template class SGMatrix<float32_t>;
-template class SGMatrix<float64_t>;
-template class SGMatrix<floatmax_t>;
-template class SGMatrix<complex128_t>;
+#define FILL_SGMATRIX(typetype)                                                \
+	template class SGMatrix<typetype>;                                         \
+	template void SGMatrix<typetype>::cereal_save(                             \
+	    cereal::BinaryOutputArchive& ar) const;                                \
+	template void SGMatrix<typetype>::cereal_save(                             \
+	    cereal::JSONOutputArchive& ar) const;                                  \
+	template void SGMatrix<typetype>::cereal_save(                             \
+	    cereal::XMLOutputArchive& ar) const;                                   \
+	template void SGMatrix<typetype>::cereal_load(                             \
+	    cereal::BinaryInputArchive& ar);                                       \
+	template void SGMatrix<typetype>::cereal_load(                             \
+	    cereal::JSONInputArchive& ar);                                         \
+	template void SGMatrix<typetype>::cereal_load(cereal::XMLInputArchive& ar);
+
+FILL_SGMATRIX(bool)
+FILL_SGMATRIX(char)
+FILL_SGMATRIX(int8_t)
+FILL_SGMATRIX(uint8_t)
+FILL_SGMATRIX(int16_t)
+FILL_SGMATRIX(uint16_t)
+FILL_SGMATRIX(int32_t)
+FILL_SGMATRIX(uint32_t)
+FILL_SGMATRIX(int64_t)
+FILL_SGMATRIX(uint64_t)
+FILL_SGMATRIX(float32_t)
+FILL_SGMATRIX(float64_t)
+FILL_SGMATRIX(floatmax_t)
+FILL_SGMATRIX(complex128_t)
+#undef FILL_SGMATRIX
 }
diff --git a/src/shogun/lib/SGMatrix.h b/src/shogun/lib/SGMatrix.h
index c6dbe27c599..241737efbb9 100644
--- a/src/shogun/lib/SGMatrix.h
+++ b/src/shogun/lib/SGMatrix.h
@@ -459,6 +459,21 @@ template<class T> class SGMatrix : public SGReferencedData
 		 * @param saver File object via which to save data
 		 */
 		void save(CFile* saver);
+
+		/** Serialize matrix with Cereal
+		*
+		* @param ar the Archive via which to save data
+		*/
+		template <class Archive>
+		void cereal_save(Archive& ar) const;
+
+		/** Load matrix with Cereal
+		 *
+		 * @param ar the Archive via which to load data
+		 */
+		template <class Archive>
+		void cereal_load(Archive& ar);
+
 #endif // #ifndef SWIG // SWIG should skip this part
 
 	protected:
diff --git a/src/shogun/lib/SGReferencedData.cpp b/src/shogun/lib/SGReferencedData.cpp
index 31495bc40c5..dd282495d17 100644
--- a/src/shogun/lib/SGReferencedData.cpp
+++ b/src/shogun/lib/SGReferencedData.cpp
@@ -1,6 +1,12 @@
 #include <shogun/lib/SGReferencedData.h>
 #include <shogun/lib/RefCount.h>
 
+#include <cereal/archives/binary.hpp>
+#include <cereal/archives/json.hpp>
+#include <cereal/archives/xml.hpp>
+#include <cereal/cereal.hpp>
+#include <cereal/types/polymorphic.hpp>
+
 using namespace shogun;
 
 namespace shogun {
@@ -112,4 +118,42 @@ int32_t SGReferencedData::unref()
 		return c;
 	}
 }
+
+template <class Archive>
+void SGReferencedData::cereal_save(Archive& ar) const
+{
+	if (m_refcount != NULL)
+		ar(cereal::make_nvp("ref_counting", true),
+		   cereal::make_nvp("refcount number", m_refcount->ref_count()));
+	else
+		ar(cereal::make_nvp("ref_counting", false));
+}
+template void SGReferencedData::cereal_save<cereal::BinaryOutputArchive>(
+	cereal::BinaryOutputArchive& ar) const;
+template void SGReferencedData::cereal_save<cereal::JSONOutputArchive>(
+	cereal::JSONOutputArchive& ar) const;
+template void SGReferencedData::cereal_save<cereal::XMLOutputArchive>(
+	cereal::XMLOutputArchive& ar) const;
+
+template <class Archive>
+void SGReferencedData::cereal_load(Archive& ar)
+{
+	bool ref_counting;
+	ar(ref_counting);
+
+	if (ref_counting)
+	{
+		int32_t temp;
+		ar(temp);
+		m_refcount = new RefCount(temp);
+	}
+	else
+		m_refcount = NULL;
+}
+template void SGReferencedData::cereal_load<cereal::BinaryInputArchive>(
+	cereal::BinaryInputArchive& ar);
+template void SGReferencedData::cereal_load<cereal::JSONInputArchive>(
+	cereal::JSONInputArchive& ar);
+template void SGReferencedData::cereal_load<cereal::XMLInputArchive>(
+	cereal::XMLInputArchive& ar);
 }
diff --git a/src/shogun/lib/SGReferencedData.h b/src/shogun/lib/SGReferencedData.h
index 04c65eda264..d8e5abf9a5b 100644
--- a/src/shogun/lib/SGReferencedData.h
+++ b/src/shogun/lib/SGReferencedData.h
@@ -41,6 +41,14 @@ class SGReferencedData
 		 */
 		int32_t ref_count();
 
+#ifndef SWIG // SWIG should skip this part
+		template <class Archive>
+		void cereal_save(Archive& ar) const;
+
+		template <class Archive>
+		void cereal_load(Archive& ar);
+#endif //#ifndef SWIG // SWIG should skip this part
+
 	protected:
 		/** copy refcount */
 		void copy_refcount(const SGReferencedData &orig);
diff --git a/src/shogun/lib/SGVector.cpp b/src/shogun/lib/SGVector.cpp
index 099bc6aa566..159f1e9ef4e 100644
--- a/src/shogun/lib/SGVector.cpp
+++ b/src/shogun/lib/SGVector.cpp
@@ -8,12 +8,12 @@
  *          Somya Anand
  */
 
-#include <shogun/lib/config.h>
-#include <shogun/lib/SGVector.h>
+#include <shogun/io/File.h>
 #include <shogun/lib/SGMatrix.h>
-#include <shogun/lib/SGSparseVector.h>
 #include <shogun/lib/SGReferencedData.h>
-#include <shogun/io/File.h>
+#include <shogun/lib/SGSparseVector.h>
+#include <shogun/lib/SGVector.h>
+#include <shogun/lib/config.h>
 
 #include <algorithm>
 #include <limits>
@@ -21,6 +21,12 @@
 #include <shogun/mathematics/lapack.h>
 #include <shogun/mathematics/linalg/LinalgNamespace.h>
 
+#include <cereal/archives/binary.hpp>
+#include <cereal/archives/json.hpp>
+#include <cereal/archives/xml.hpp>
+#include <cereal/cereal.hpp>
+#include <cereal/types/polymorphic.hpp>
+
 #define COMPLEX128_ERROR_NOARG(function) \
 template <> \
 void SGVector<complex128_t>::function() \
@@ -968,6 +974,56 @@ void SGVector<complex128_t>::save(CFile* saver)
 	SG_SERROR("SGVector::save():: Not supported for complex128_t\n");
 }
 
+template <class T>
+template <class Archive>
+void SGVector<T>::cereal_save(Archive& ar) const
+{
+	ar(cereal::make_nvp(
+		"ReferencedData", cereal::base_class<SGReferencedData>(this)));
+	ar(cereal::make_nvp("length", vlen));
+	for (index_t i = 0; i < vlen; ++i)
+		ar(vector[i]);
+}
+
+template <>
+template <class Archive>
+void SGVector<complex128_t>::cereal_save(Archive& ar) const
+{
+	ar(cereal::base_class<SGReferencedData>(this));
+	ar(cereal::make_nvp("length", vlen));
+
+	float64_t* temp = reinterpret_cast<float64_t*>(vector);
+	for (index_t i = 0; i < vlen * 2; ++i)
+		ar(temp[i]);
+}
+
+template <class T>
+template <class Archive>
+void SGVector<T>::cereal_load(Archive& ar)
+{
+	unref();
+	ar(cereal::base_class<SGReferencedData>(this));
+
+	ar(vlen);
+	vector = SG_MALLOC(T, vlen);
+	for (index_t i = 0; i < vlen; ++i)
+		ar(vector[i]);
+}
+
+template <>
+template <class Archive>
+void SGVector<complex128_t>::cereal_load(Archive& ar)
+{
+	unref();
+	ar(cereal::base_class<SGReferencedData>(this));
+
+	ar(vlen);
+	vector = SG_MALLOC(complex128_t, vlen);
+	float64_t* temp = reinterpret_cast<float64_t*>(vector);
+	for (index_t i = 0; i < vlen * 2; ++i)
+		ar(temp[i]);
+}
+
 template <class T> SGVector<float64_t> SGVector<T>::get_real()
 {
 	assert_on_cpu();
@@ -1063,20 +1119,35 @@ UNDEFINED(get_imag, float64_t)
 UNDEFINED(get_imag, floatmax_t)
 #undef UNDEFINED
 
-template class SGVector<bool>;
-template class SGVector<char>;
-template class SGVector<int8_t>;
-template class SGVector<uint8_t>;
-template class SGVector<int16_t>;
-template class SGVector<uint16_t>;
-template class SGVector<int32_t>;
-template class SGVector<uint32_t>;
-template class SGVector<int64_t>;
-template class SGVector<uint64_t>;
-template class SGVector<float32_t>;
-template class SGVector<float64_t>;
-template class SGVector<floatmax_t>;
-template class SGVector<complex128_t>;
+#define FILL_SGVECTOR(typetype)                                                \
+	template class SGVector<typetype>;                                         \
+	template void SGVector<typetype>::cereal_save(                             \
+	    cereal::BinaryOutputArchive& ar) const;                                \
+	template void SGVector<typetype>::cereal_save(                             \
+	    cereal::JSONOutputArchive& ar) const;                                  \
+	template void SGVector<typetype>::cereal_save(                             \
+	    cereal::XMLOutputArchive& ar) const;                                   \
+	template void SGVector<typetype>::cereal_load(                             \
+	    cereal::BinaryInputArchive& ar);                                       \
+	template void SGVector<typetype>::cereal_load(                             \
+	    cereal::JSONInputArchive& ar);                                         \
+	template void SGVector<typetype>::cereal_load(cereal::XMLInputArchive& ar);
+
+FILL_SGVECTOR(bool)
+FILL_SGVECTOR(char)
+FILL_SGVECTOR(int8_t)
+FILL_SGVECTOR(uint8_t)
+FILL_SGVECTOR(int16_t)
+FILL_SGVECTOR(uint16_t)
+FILL_SGVECTOR(int32_t)
+FILL_SGVECTOR(uint32_t)
+FILL_SGVECTOR(int64_t)
+FILL_SGVECTOR(uint64_t)
+FILL_SGVECTOR(float32_t)
+FILL_SGVECTOR(float64_t)
+FILL_SGVECTOR(floatmax_t)
+FILL_SGVECTOR(complex128_t)
+#undef FILL_SGVECTOR
 }
 
 #undef COMPLEX128_ERROR_NOARG
diff --git a/src/shogun/lib/SGVector.h b/src/shogun/lib/SGVector.h
index a985d7999d8..fc92719739c 100644
--- a/src/shogun/lib/SGVector.h
+++ b/src/shogun/lib/SGVector.h
@@ -9,12 +9,12 @@
 #ifndef __SGVECTOR_H__
 #define __SGVECTOR_H__
 
-#include <shogun/lib/config.h>
-
 #include <shogun/io/SGIO.h>
-#include <shogun/lib/common.h>
 #include <shogun/lib/SGReferencedData.h>
+#include <shogun/lib/common.h>
+#include <shogun/lib/config.h>
 #include <shogun/util/iterators.h>
+
 #include <shogun/mathematics/linalg/GPUMemoryBase.h>
 
 #include <memory>
@@ -555,6 +555,13 @@ template<class T> class SGVector : public SGReferencedData
 		 * @return matrix
 		 */
 		static void convert_to_matrix(T*& matrix, index_t nrows, index_t ncols, const T* vector, int32_t vlen, bool fortran_order);
+
+		template <class Archive>
+		void cereal_save(Archive& ar) const;
+
+		template <class Archive>
+		void cereal_load(Archive& ar);
+
 #endif // #ifndef SWIG // SWIG should skip this part
 	protected:
 		/** needs to be overridden to copy data */
diff --git a/src/shogun/lib/common.h b/src/shogun/lib/common.h
index 5ca3ac5c84c..e1c4ee2e1a1 100644
--- a/src/shogun/lib/common.h
+++ b/src/shogun/lib/common.h
@@ -7,6 +7,16 @@
 #ifndef __COMMON_H__
 #define __COMMON_H__
 
+#ifdef CEREAL_SAVE_FUNCTION_NAME
+#undef CEREAL_SAVE_FUNCTION_NAME
+#endif
+#define CEREAL_SAVE_FUNCTION_NAME cereal_save
+
+#ifdef CEREAL_LOAD_FUNCTION_NAME
+#undef CEREAL_LOAD_FUNCTION_NAME
+#endif
+#define CEREAL_LOAD_FUNCTION_NAME cereal_load
+
 #include <stdlib.h>
 #include <stdio.h>
 #include <sys/types.h>
diff --git a/tests/unit/io/CerealObject.h b/tests/unit/io/CerealObject.h
new file mode 100644
index 00000000000..e9bf75dc013
--- /dev/null
+++ b/tests/unit/io/CerealObject.h
@@ -0,0 +1,40 @@
+#include <shogun/base/SGObject.h>
+#include <shogun/lib/SGVector.h>
+
+namespace shogun
+{
+
+	/** @brief Used to test the SGObject serialization */
+	class CCerealObject : public CSGObject
+	{
+	public:
+		// Construct CCerealObject from input SGVector
+		CCerealObject(SGVector<float64_t> vec) : CSGObject()
+		{
+			m_vector = vec;
+			init_params();
+		}
+
+		// Default constructor
+		CCerealObject() : CSGObject()
+		{
+			m_vector = SGVector<float64_t>(5);
+			m_vector.set_const(0);
+			init_params();
+		}
+
+		const char* get_name() const
+		{
+			return "CerealObject";
+		}
+
+	protected:
+		// Register m_vector to parameter list with name(tag) "test_vector"
+		void init_params()
+		{
+			register_param("test_vector", m_vector);
+		}
+
+		SGVector<float64_t> m_vector;
+	};
+}
diff --git a/tests/unit/io/Cereal_unittest.cc b/tests/unit/io/Cereal_unittest.cc
new file mode 100644
index 00000000000..1e7f1e09127
--- /dev/null
+++ b/tests/unit/io/Cereal_unittest.cc
@@ -0,0 +1,177 @@
+#include "CerealObject.h"
+#include <gtest/gtest.h>
+#include <shogun/lib/common.h>
+
+#include <cereal/archives/json.hpp>
+#include <shogun/lib/SGMatrix.h>
+#include <shogun/lib/SGVector.h>
+
+#include <cstring>
+#include <fstream>
+#include <shogun/io/SGIO.h>
+
+using namespace shogun;
+
+#ifndef SWIG // SWIG should skip this part
+TEST(Cereal, Json_SGVector_float64_load_equals_saved)
+{
+	const index_t size = 5;
+	SGVector<float64_t> a(size);
+	SGVector<float64_t> b;
+	a.range_fill(1.0);
+
+	std::string filename = std::tmpnam(nullptr);
+
+	try
+	{
+		{
+			std::ofstream os(filename.c_str());
+			cereal::JSONOutputArchive archive(os);
+			archive(a);
+		}
+
+		{
+			std::ifstream is(filename.c_str());
+			cereal::JSONInputArchive archive(is);
+			archive(b);
+		}
+	}
+	catch (std::exception& e) SG_SINFO("Error code: %s \n", e.what());
+
+	EXPECT_EQ(a.size(), b.size());
+	EXPECT_EQ(a.ref_count(), b.ref_count());
+	for (index_t i = 0; i < size; i++)
+		EXPECT_NEAR(a[i], b[i], 1E-15);
+
+	remove(filename.c_str());
+}
+
+TEST(Cereal, Json_SGMatrix_float64_load_equals_saved)
+{
+	const index_t nrows = 2, ncols = 3;
+	SGMatrix<float64_t> a(nrows, ncols);
+	SGMatrix<float64_t> b;
+
+	for (index_t i = 0; i < nrows * ncols; i++)
+		a[i] = i;
+
+	std::string filename = std::tmpnam(nullptr);
+
+	try
+	{
+		{
+			std::ofstream os(filename.c_str());
+			cereal::JSONOutputArchive archive(os);
+			archive(a);
+		}
+
+		{
+			std::ifstream is(filename.c_str());
+			cereal::JSONInputArchive archive(is);
+			archive(b);
+		}
+	}
+	catch (std::exception& e) SG_SINFO("Error code: %s \n", e.what());
+
+	EXPECT_EQ(a.num_rows, b.num_rows);
+	EXPECT_EQ(a.num_cols, b.num_cols);
+	EXPECT_EQ(a.ref_count(), b.ref_count());
+	for (index_t i = 0; i < nrows * ncols; i++)
+		EXPECT_NEAR(a[i], b[i], 1E-15);
+
+	remove(filename.c_str());
+}
+
+TEST(Cereal, Json_SGVector_complex128_load_equals_saved)
+{
+	const index_t size = 5;
+	SGVector<complex128_t> a(size);
+	SGVector<complex128_t> b(size);
+
+	for (index_t i = 0; i < size; ++i)
+		a[i] = complex128_t(i, i * 2);
+
+	std::string filename = std::tmpnam(nullptr);
+
+	try
+	{
+		{
+			std::ofstream os(filename.c_str());
+			cereal::JSONOutputArchive archive(os);
+			archive(a);
+		}
+
+		{
+			std::ifstream is(filename.c_str());
+			cereal::JSONInputArchive archive(is);
+			archive(b);
+		}
+	}
+	catch (std::exception& e) SG_SINFO("Error code: %s \n", e.what());
+
+	EXPECT_EQ(a.size(), b.size());
+	for (index_t i = 0; i < size; i++)
+	{
+		EXPECT_NEAR(i, b[i].real(), 1E-15);
+		EXPECT_NEAR(i * 2, b[i].imag(), 1E-15);
+	}
+
+	remove(filename.c_str());
+}
+
+TEST(Cereal, Json_SGVector_load_equals_saved_refcounting_false)
+{
+	const index_t size = 5;
+	SGVector<float64_t> a(size, false);
+	SGVector<float64_t> b;
+	a.range_fill(1.0);
+
+	std::string filename = std::tmpnam(nullptr);
+
+	try
+	{
+		{
+			std::ofstream os(filename.c_str());
+			cereal::JSONOutputArchive archive(os);
+			archive(a);
+		}
+
+		{
+			std::ifstream is(filename.c_str());
+			cereal::JSONInputArchive archive(is);
+			archive(b);
+		}
+	}
+	catch (std::exception& e) SG_SINFO("Error code: %s \n", e.what());
+
+	EXPECT_EQ(a.size(), b.size());
+	EXPECT_EQ(-1, b.ref_count());
+	for (index_t i = 0; i < size; i++)
+		EXPECT_NEAR(a[i], b[i], 1E-15);
+
+	remove(filename.c_str());
+}
+
+TEST(Cereal, Json_CerealObject_load_equals_saved)
+{
+	SGVector<float64_t> A(5);
+	A.range_fill(0);
+	SGVector<float64_t> B(5);
+	CCerealObject obj_save(A);
+	CCerealObject obj_load;
+
+	std::string filename = std::tmpnam(nullptr);
+
+	obj_save.save_json(filename.c_str());
+
+	obj_load.load_json(filename.c_str());
+	B = obj_load.get<SGVector<float64_t>>("test_vector");
+
+	EXPECT_EQ(A.size(), B.size());
+	for (index_t i = 0; i < 5; ++i)
+		EXPECT_NEAR(A[i], B[i], 1e-15);
+
+	remove(filename.c_str());
+}
+
+#endif // ifndef SWIG