## What changes were proposed in this pull request?

In the case that we don't know which module a object came from, will call pickle.whichmodule() to go throught all the loaded modules to find the object, which could fail because some modules, for example, six, see https://bitbucket.org/gutworth/six/issues/63/importing-six-breaks-pickling

We should ignore the exception here, use `__main__` as the module name (it means we can't find the module).

## How was this patch tested?

Manual tested. Can't have a unit test for this.

Author: Davies Liu <davies@databricks.com>

Closes #13788 from davies/whichmodule.