The predictive completion LaTeX support automatically creates and updates dictionaries of cross-reference labels, dictionaries of locally-defined text-mode and math-mode LaTeX commands (defined using ‘\newcommand’), a dictionary of locally-defined environments (defined using ‘\newenvironment’ and ‘\newtheorem’) for each LaTeX buffer, and a dictionary of LaTeX section titles.
All these dictionaries are saved to the directory specified by predictive-auxiliary-file-location (see Miscellaneous Options), so by default they will be saved to a .predictive/ subdirectory of the directory containing the LaTeX file. They are given a filename of the form dict-latex-type-filename.elc, where type is the type of dictionary (label, local-latex, local-math or local-env), and filename is the name of the LaTeX file. Note that these dictionaries are shared across all buffers with the same TeX-master, and the location they are saved to will be based on the TeX-master file's name and directory.
However, the section title dictionary is not saved by default, because doing so has a tendency to fail badly through hitting an internal Emacs limit hard-coded into print.c. Since the section dictionary is only used for navigation, there is little disadvantage in recreating it each time the file is loaded. However, if you do want it to be saved along with the other automatically generated dictionaries, you should first increase this internal limit by applying the print.c.diff patch (included in the predictive package) to the file print.c in the Emacs source, and recompile Emacs from the patched source. It is then safe(r) to enable predictive-latex-save-section-dict.
To speed up loading of predictive mode's LaTeX support, a file containing information about the location of different regions within the document is saved to auto-overlays-filename also located in predictive-auxiliary-file-location. (Separate files are created even for buffers that share the same TeX-master.)
It is safe to delete any of these files, or even the entire predictive-auxiliary-file-location directory, as long as the corresponding LaTeX file is not loaded in Emacs at the time. They will be recreated automatically next time the file is loaded. However, if you delete the dictionary files, you will lose all learned word weights (see Dictionary Learning).