onnxruntime: ONNX Runtime Test Dependency, Unable to Skip Tests

Describe the bug A clear and concise description of what the bug is.

ONNX Runtime test after installation has implicit dependency on scipy. Using --skip_onnx_tests was not able to skip all the test.

2019-11-19 18:18:59,488 Build [DEBUG] - Running subprocess in '/tmp/onnxruntime/build/Linux/Debug'
['/usr/bin/python3', '/tmp/onnxruntime/onnxruntime/test/onnx/gen_test_models.py', '--output_dir', 'test_models']
Traceback (most recent call last):
  File "/tmp/onnxruntime/onnxruntime/test/onnx/gen_test_models.py", line 12, in <module>
    from scipy.spatial import distance
ModuleNotFoundError: No module named 'scipy'
Traceback (most recent call last):
  File "/tmp/onnxruntime/tools/ci_build/build.py", line 1043, in <module>
    sys.exit(main())
  File "/tmp/onnxruntime/tools/ci_build/build.py", line 987, in main
    args.use_dnnlibrary)
  File "/tmp/onnxruntime/tools/ci_build/build.py", line 610, in run_onnxruntime_tests
    run_subprocess([sys.executable, os.path.join(source_dir,'onnxruntime','test','onnx','gen_test_models.py'),'--output_dir','test_models'], cwd=cwd)
  File "/tmp/onnxruntime/tools/ci_build/build.py", line 196, in run_subprocess
    return subprocess.run(args, cwd=cwd, check=True, stdout=stdout, stderr=stderr, env=my_env, shell=shell)
  File "/usr/lib/python3.6/subprocess.py", line 438, in run
    output=stdout, stderr=stderr)
subprocess.CalledProcessError: Command '['/usr/bin/python3', '/tmp/onnxruntime/onnxruntime/test/onnx/gen_test_models.py', '--output_dir', 'test_models']' returned non-zero exit status 1.

Urgency If there are particular important use cases blocked by this or strict project-related timelines, please share more information and dates. If there are no hard deadlines, please specify none.

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 16.04): 18.04
• ONNX Runtime installed from (source or binary): source
• ONNX Runtime version: rel-1.0.0
• Python version: 3.6.8
• Visual Studio version (if applicable):
• GCC/Compiler version (if compiling from source): 7.4.0
• CUDA/cuDNN version: 10.0/7.6
• GPU model and memory: V100

To Reproduce Describe steps/code to reproduce the behavior:

$ git clone https://github.com/microsoft/onnxruntime.git
$ cd onnxruntime/
# Select a branch for stable release
$ git checkout rel-1.0.0
# Update Git submodules
$ git submodule update --init --recursive
$ ./build.sh --cuda_home /usr/local/cuda --cudnn_home /usr/lib/x86_64-linux-gnu/ --parallel --use_full_protobuf --build_wheel
$ cd build/Linux/Debug/
$ python ../../../setup.py install

Expected behavior A clear and concise description of what you expected to happen.

Dependency should be handled by the installation package instead of the user. The user should not have seen such errors during installation.

Screenshots If applicable, add screenshots to help explain your problem.

Additional context Add any other context about the problem here. If the issue is about a particular model, please share the model details as well to facilitate debugging.