title: Import error in dataset importing from sklearn
body: <p><code>from sklearn.datasets import fetch_openml</code> gives me following error,</p>
  <p>ImportError: cannot import name 'fetch_openml' from 'sklearn.datasets' (C:\Program Files\Anaconda3\lib\site-packages\sklearn\datasets_<em>init</em>_.py)</p>
  <p>Any ideas why? thanks!</p>