...
import cPickle
rf = RandomForestRegresor()
rf.fit(X, y)
with open('path/to/file', 'wb') as f:
cPickle.dump(rf, f)
# in your prediction file
with open('path/to/file', 'rb') as f:
rf = cPickle.load(f)
preds = rf.predict(new_X)