Resume optimization runs after a crash

[PostmanSpat]

Skopt has the ability to dump checkpoints and then re-load and continue from the checkpoint.
https://scikit-optimize.github.io/stable/auto_examples/interruptible-optimization.html#sphx-glr-auto-examples-interruptible-optimization-py

It is currently painful if you've been running an optimize process for a very long time and it crashes (e.g., out of memory) and you have to start from scratch. It would be great if it could keep its progress and resume after a restart.