Pickling not working for mxnet backend

[roywei]

Keras 2.2.4 introduced model pickling. It now working with MXNet backend now.
Currently tests/test_model_pickling.py is disabled

• Check that you are up-to-date with the master branch of Keras. You can update with:
  pip install git+git://github.com/awslabs/keras-apache-mxnet.git --upgrade --no-deps

• If running on MXNet, check that you are up-to-date with the latest version. The installation
  instructions can be found here

• If running on TensorFlow, check that you are up-to-date with the latest version. The installation instructions can be found here.

• If running on Theano, check that you are up-to-date with the master branch of Theano. You can update with:
  pip install git+git://github.com/Theano/Theano.git --upgrade --no-deps

• Provide a link to a GitHub Gist of a Python script that can reproduce your issue (or just copy the script here if it is short).