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[BUG] Saving and loading LITETimeClassifier #2436

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@dschrempf

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@dschrempf

Describe the issue

Hi! I am trying to save and load a trained LITETimeClassifier object.

The aeon documentation states that we can do that using the save_best_model=True and file_path=... parameters. However, for the LITETimeClassifier, only the sub-models (individual LITE models) are stored as Keras objects, and so, BaseDeepClassifier.load_model() can not be used.

Then, I tried direct instantiation of a LITETimeClassifier using

LITETimeClassifier(
        file_path=str(fp),
    )

but upon prediction, I get an error that

"This instance of LITETimeClassifier has not been fitted yet; please call fit first.".

What is the preferred way of saving and storing trained LITETimeClassifier objects?

I also ried pickling, but then I get

AttributeError: Can't pickle local object 'ReduceLROnPlateau._reset.<locals>.<lambda>'                                                                                                         

Suggest a potential alternative/fix

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