I am trying to save my machine learning model into a pickle file: rf_pickle_path=os.path.join(os.getcwd(),"penguin_ml\random_forest_penguin.pickle") rf_pickle = open(rf_pickle_path, "wb") pickle.dump(rfc, rf_pickle) rf_pickle.close() But I got the error below: File "c:\Python_Sync\penguin_ml\penguins_ml.py", line 39, in <module> rf_pickle = open(rf_pickle_path, "wb") OSError: [Errno 22] Invalid argument: 'C:\\Python_Sync\\penguin_ml\random_forest_penguin.pickle' Not sure why? Thanks for helping. Continue reading...