title: How to use datasets.fetch_mldata() in sklearn?
body: <p>I am trying to run the following code for a brief machine learning algorithm:</p>
  
  <pre><code>import re
  import argparse
  import csv
  from collections import Counter
  from sklearn import datasets
  import sklearn
  from sklearn.datasets import fetch_mldata
  
  dataDict = datasets.fetch_mldata('MNIST Original')
  </code></pre>
  
  <p>In this piece of code, I am trying to read the dataset 'MNIST Original' present at mldata.org via sklearn. This results in the following error(there are more lines of code but I am getting error at this particular line):</p>
  
  <pre><code>Traceback (most recent call last):
    File "C:\Program Files (x86)\JetBrains\PyCharm 2.7.3\helpers\pydev\pydevd.py", line 1481, in &lt;module&gt;
      debugger.run(setup['file'], None, None)
    File "C:\Program Files (x86)\JetBrains\PyCharm 2.7.3\helpers\pydev\pydevd.py", line 1124, in run
      pydev_imports.execfile(file, globals, locals) #execute the script
    File "C:/Users/sony/PycharmProjects/Machine_Learning_Homework1/zeroR.py", line 131, in &lt;module&gt;
      dataDict = datasets.fetch_mldata('MNIST Original')
    File "C:\Anaconda\lib\site-packages\sklearn\datasets\mldata.py", line 157, in fetch_mldata
      matlab_dict = io.loadmat(matlab_file, struct_as_record=True)
    File "C:\Anaconda\lib\site-packages\scipy\io\matlab\mio.py", line 176, in loadmat
      matfile_dict = MR.get_variables(variable_names)
    File "C:\Anaconda\lib\site-packages\scipy\io\matlab\mio5.py", line 294, in get_variables
      res = self.read_var_array(hdr, process)
    File "C:\Anaconda\lib\site-packages\scipy\io\matlab\mio5.py", line 257, in read_var_array
      return self._matrix_reader.array_from_header(header, process)
    File "mio5_utils.pyx", line 624, in scipy.io.matlab.mio5_utils.VarReader5.array_from_header (scipy\io\matlab\mio5_utils.c:5717)
    File "mio5_utils.pyx", line 653, in scipy.io.matlab.mio5_utils.VarReader5.array_from_header (scipy\io\matlab\mio5_utils.c:5147)
    File "mio5_utils.pyx", line 721, in scipy.io.matlab.mio5_utils.VarReader5.read_real_complex (scipy\io\matlab\mio5_utils.c:6134)
    File "mio5_utils.pyx", line 424, in scipy.io.matlab.mio5_utils.VarReader5.read_numeric (scipy\io\matlab\mio5_utils.c:3704)
    File "mio5_utils.pyx", line 360, in scipy.io.matlab.mio5_utils.VarReader5.read_element (scipy\io\matlab\mio5_utils.c:3429)
    File "streams.pyx", line 181, in scipy.io.matlab.streams.FileStream.read_string (scipy\io\matlab\streams.c:2711)
  IOError: could not read bytes
  </code></pre>
  
  <p>I have tried researching on internet but there is hardly any help available. Any expert help related to solving this error will be much appreciated.</p>
  
  <p>TIA.</p>