I have an Azure Machine Learning training pipeline that uses scikit-learn's MinMaxScaler in the pre-processing step. What is the best way to save the MinMaxScaler (or any other transformer) so that it can later be used during inference. Ideally I would like to link the transformer with the model.
One idea that I had was to save the pickle file of the scaler in the Blob storage, then add the path to it as a property of the model. Is there an easier way of achieving this?