Save Dataset to a binary file.

        Parameters
        ----------
        filename : string
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.

def save_binary(self, filename):
        """Save Dataset to a binary file.

        Parameters
        ----------
        filename : string
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
            c_str(filename)))
        return self