diff --git a/GPy/util/caching.py b/GPy/util/caching.py
index 196ce343..42a3d0f6 100644
--- a/GPy/util/caching.py
+++ b/GPy/util/caching.py
@@ -149,10 +149,12 @@ class Cacher(object):
         return Cacher(self.operation, self.limit, self.ignore_args, self.force_kwargs)
 
     def __getstate__(self, memo=None):
-        raise NotImplementedError("Trying to pickle Cacher object with function {}, pickling functions not possible.".format(str(self.operation)))
+        from pickle import PicklingError
+        raise PicklingError("Trying to pickle Cacher object with function {}, pickling functions not possible.".format(str(self.operation)))
 
     def __setstate__(self, memo=None):
-        raise NotImplementedError("Trying to pickle Cacher object with function {}, pickling functions not possible.".format(str(self.operation)))
+        from pickle import PicklingError
+        raise PicklingError("Trying to pickle Cacher object with function {}, pickling functions not possible.".format(str(self.operation)))
 
     @property
     def __name__(self):