[doc] Brief note for serialization. (#11265)

Author: trivialfis

python-package/xgboost/core.py

@@ -2752,7 +2752,9 @@ def save_model(self, fname: PathLike) -> None:
         The model is saved in an XGBoost internal format which is universal among the
         various XGBoost interfaces. Auxiliary attributes of the Python Booster object
         (such as feature_names) are only saved when using JSON or UBJSON (default)
-        format. See :doc:`Model IO </tutorials/saving_model>` for more info.
+        format. Also, parameters that are not part of the model (like metrics,
+        `max_depth`, etc) are not saved, see :doc:`Model IO </tutorials/saving_model>`
+        for more info.
 
         .. code-block:: python
 
@@ -2778,7 +2780,9 @@ def save_raw(self, raw_format: str = "ubj") -> bytearray:
         The model is saved in an XGBoost internal format which is universal among the
         various XGBoost interfaces. Auxiliary attributes of the Python Booster object
         (such as feature_names) are only saved when using JSON or UBJSON (default)
-        format. See :doc:`Model IO </tutorials/saving_model>` for more info.
+        format. Also, parameters that are not part of the model (like metrics,
+        `max_depth`, etc) are not saved, see :doc:`Model IO </tutorials/saving_model>`
+        for more info.
 
         Parameters
         ----------
@@ -2788,6 +2792,7 @@ def save_raw(self, raw_format: str = "ubj") -> bytearray:
         Returns
         -------
         An in memory buffer representation of the model
+
         """
         length = c_bst_ulong()
         cptr = ctypes.POINTER(ctypes.c_char)()
@@ -2805,14 +2810,23 @@ def load_model(self, fname: ModelIn) -> None:
         The model is saved in an XGBoost internal format which is universal among the
         various XGBoost interfaces. Auxiliary attributes of the Python Booster object
         (such as feature_names) are only saved when using JSON or UBJSON (default)
-        format. See :doc:`Model IO </tutorials/saving_model>` for more info.
+        format. Also, parameters that are not part of the model (like metrics,
+        `max_depth`, etc) are not saved, see :doc:`Model IO </tutorials/saving_model>`
+        for more info.
 
         .. code-block:: python
 
+          model.save_model("model.json")
           model.load_model("model.json")
+
           # or
+          model.save_model("model.ubj")
           model.load_model("model.ubj")
 
+          # or
+          buf = model.save_raw()
+          model.load_model(buf)
+
         Parameters
         ----------
         fname :