What are the different use cases of joblib versus pickle?

Question

joblib is usually significantly faster on large numpy arrays because it has a special handling for the array buffers of the numpy datastructure. To find about the implementation details you can have a look at the source code. It can also compress that data on the fly while pickling using zlib or lz4.
joblib also makes it possible to memory map the data buffer of an uncompressed joblib-pickled numpy array when loading it which makes it possible to share memory between processes.
if you don’t pickle large numpy arrays, then regular pickle can be significantly faster, especially on large collections of small python objects (e.g. a large dict of str objects) because the pickle module of the standard library is implemented in C while joblib is pure python.
since PEP 574 (Pickle protocol 5) has been merged in Python 3.8, it is now much more efficient (memory-wise and cpu-wise) to pickle large numpy arrays using the standard library. Large arrays in this context means 4GB or more.
But joblib can still be useful with Python 3.8 to load objects that have nested numpy arrays in memory mapped mode with mmap_mode="r".