I am using python 2.7 in Ubuntu 14.04. I installed scikit-learn, numpy and matplotlib with these commands:
sudo apt-get install build-essential python-dev p
May be it's due to the deprecation of sklearn.cross_validation. Please replace sklearn.cross_validation with sklearn.model_selection
Ref- https://github.com/amueller/scipy_2015_sklearn_tutorial/issues/60