I’m having the same problem as the OP, but my context is loading a pickled Stan model from S3 (that was fitted in another notebook). Restarting the notebook and importing multiprocessing does not fix the issue.
I’m using PyStan 2.19 in a Databricks notebook. I can fit the model just fine (using my_stan_model.sampling()) and pickle it to save in S3. But when I try to load the pickled model in a second notebook, I get the No module named 'stanfit4anon_model... error.
I’m able to load a pickled compiled model (from pystan.StanModel) just fine, so the problem seems to be with the fitted model in particular.