title: Anaconda issues with py-xgboost and sklearn
body: <p>I have Anaconda 5.3.0 Winx86 installed. I installed xgboost package using<br>
  <code>conda install -c anaconda py-xgboost</code>
  In Jupyter Notebook, I am able to import XGBRegressor<br>
  <code>from xgboost import XGBRegressor</code> 
  But when I use <code>xgb = XGBRegressor()</code>. I get the following error:</p>
  
  <pre><code>XGBoostError                              Traceback (most recent call last)
  &lt;ipython-input-2-99b3db9fba2c&gt; in &lt;module&gt;
  ----&gt; 1 xgb = XGBRegressor()
  
  C:\ProgramData\Anaconda3\lib\site-packages\xgboost\sklearn.py in __init__(self, max_depth, learning_rate, n_estimators, silent,objective,nthread, gamma, min_child_weight, max_delta_step, subsample, colsample_bytree, colsample_bylevel, reg_alpha, reg_lambda, scale_pos_weight, base_score, seed, missing)
  119                  base_score=0.5, seed=0, missing=None):
  120         if not SKLEARN_INSTALLED:
  --&gt; 121     raise XGBoostError('sklearn needs to be installed in order to use this module')
  122         self.max_depth = max_depth
  123         self.learning_rate = learning_rate
  
  XGBoostError: sklearn needs to be installed in order to use this module
  </code></pre>
  
  <p>But I am able to import sklearn module without any error:
  <code>import sklearn</code>. I tried reinstalling both anaconda and xgboost but nothing worked. </p>