ImportError: No module named sklearn

The Ubuntu 14.04 package is named python-sklearn (formerly python-scikits-learn) and can be installed in Ubuntu 14.04-19.04 using the following command:

sudo apt install python-sklearn  

The python-sklearn package is in the default repositories in Ubuntu 14.04 as well as in other currently supported Ubuntu releases.

In Ubuntu 16.04 and later the Python 3 version of python-sklearn can be installed from the default Ubuntu repositories with the following command:

sudo apt install python3-sklearn 

When installing on Ubuntu Linux you have to have to install dependencies first using apt-get, then use a pip install otherwise the normal pip install of scikit-learn won't work properly. See below:

Step 1: Make sure apt-get is updated

sudo apt-get update

Step 2: Install dependencies

sudo apt-get install build-essential python-dev python-setuptools python-numpy python-scipy libatlas-dev libatlas3gf-base

Step 3: pip install Scikit Learn

pip install --user --install-option="--prefix=" -U scikit-learn

Hope this helps!