You can check out the Axis Group blog post regarding the Python integration with AAI (http://www.axisgroup.com/qlik-sense-server-side-extensions-part-13-architecture-environment/)
They have explained in detail how the data is passed from Qlik to Python and visa-versa. Once you understand this you can do the usual scripting in Python as you would have done working solely in Python environment.
Axis group guys have done a youtube video to demonstrate their AAI project. You can check that out here (Dork Cast Episode 1 (Advanced Analytics Integration) - YouTube)
I hope this will give you enough knowledge to work with your predictive models in Python and Qlik.
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I know you already have a correct answer and that you asked your question a while ago, but I wanted to mention that we have a python script example using pandas now in the git repo. Perhaps it can be helpful for others coming here asking the same question.