diff --git a/.travis.yml b/.travis.yml
index f4b1f32e..0d3e2e7f 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -2,8 +2,8 @@ sudo: false
 language: python
 python:
   - "2.7"
-  - "3.4"
   - "3.5"
+  - "3.6"
 install:
   # We do this conditionally because it saves us some downloading if the
   # version is the same.
diff --git a/appveyor.yml b/appveyor.yml
index c25edfb7..95209eb9 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -9,26 +9,21 @@ environment:
     CMD_IN_ENV: "cmd /E:ON /V:ON /C .\\build_tools\\appveyor\\run_with_env.cmd"
 
   matrix:
-    - PYTHON: "C:\\Python27"
-      PYTHON_VERSION: "2.7.8"
+    - PYTHON_VERSION: "2.7.13"
       PYTHON_ARCH: "32"
       MINICONDA: "C:\\Miniconda"
 
-    - PYTHON: "C:\\Python27-x64"
-      PYTHON_VERSION: "2.7.8"
+    - PYTHON_VERSION: "2.7.13"
       PYTHON_ARCH: "64"
       MINICONDA: "C:\\Miniconda-x64"
 
-    - PYTHON: "C:\\Python35"
-      PYTHON_VERSION: "3.5.0"
+    - PYTHON_VERSION: "3.6.0"
       PYTHON_ARCH: "32"
-      MINICONDA: "C:\\Miniconda35"
+      MINICONDA: "C:\\Miniconda36"
 
-    - PYTHON: "C:\\Python35-x64"
-      PYTHON_VERSION: "3.5.0"
+    - PYTHON_VERSION: "3.6.0"
       PYTHON_ARCH: "64"
-      MINICONDA: "C:\\Miniconda35-x64"
-
+      MINICONDA: "C:\\Miniconda36-x64"
 
 
 install:
@@ -48,9 +43,6 @@ install:
   # Update previous packages and install the build and runtime dependencies of the project.
   - conda update --all --yes
   - conda install --quiet --yes numpy scipy cython nose scikit-learn wheel"
-  # there seems to be a problem with conda-build 1.21.0 on python27 and win64, avoid this
-  # by using a previous version
-  - conda install --quiet --yes conda-build=1.21.0
   - "%CMD_IN_ENV% python setup.py bdist_wheel bdist_wininst"
 
   - ps: "ls dist"
diff --git a/lightning/impl/primal_cd_fast.pyx b/lightning/impl/primal_cd_fast.pyx
index 78ab3b6d..7ac8e6f6 100644
--- a/lightning/impl/primal_cd_fast.pyx
+++ b/lightning/impl/primal_cd_fast.pyx
@@ -32,6 +32,12 @@ cdef class LossFunction:
     cdef double beta
     cdef int verbose
 
+    def __getstate__(self):
+        return self.max_steps, self.sigma, self.beta, self.verbose
+
+    def __setstate__(self, state):
+        self.max_steps, self.sigma, self.beta, self.verbose = state
+
     # L2 regularization
 
     cdef void solve_l2(self,
diff --git a/lightning/impl/tests/test_primal_cd.py b/lightning/impl/tests/test_primal_cd.py
index 3760586e..e1ff8e4f 100644
--- a/lightning/impl/tests/test_primal_cd.py
+++ b/lightning/impl/tests/test_primal_cd.py
@@ -178,7 +178,8 @@ def test_debiasing_l1l2():
                            multiclass=False,
                            debiasing=True,
                            warm_debiasing=warm_debiasing,
-                           max_iter=20, C=0.01, random_state=0)
+                           max_iter=20, C=0.01, random_state=0,
+                           verbose=True)
         clf.fit(mult_csc, mult_target)
         assert_greater(clf.score(mult_csc, mult_target), 0.75)
         assert_equal(clf.n_nonzero(percentage=True), 0.08)
@@ -421,3 +422,11 @@ def test_multiclass_classes():
     clf = CDClassifier()
     clf.fit(mult_dense, mult_target)
     assert_equal(list(clf.classes_), [0, 1, 2])
+
+
+def test_n_jobs_can_fit():
+    # Check that all loss cdef classes pickle (issue #114)
+    for loss in ('squared', 'smooth_hinge', 'squared_hinge', 'modified_huber',
+            'log'):
+        clf = CDClassifier(loss=loss, n_jobs=2)
+        clf.fit(mult_dense, mult_target)