mne-python: BUG: sklearn cannot find LeaveOneLabelOut

On latest sklearn I get this error in master:

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ERROR: Test time generalization decoding
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Traceback (most recent call last):
  File "/home/larsoner/custombuilds/nose/nose/case.py", line 197, in runTest
    self.test(*self.arg)
  File "/home/larsoner/custombuilds/mne-python/mne/utils.py", line 807, in dec
    return function(*args, **kwargs)
  File "/home/larsoner/custombuilds/mne-python/mne/decoding/tests/test_time_gen.py", line 61, in test_generalization_across_time
    from sklearn.model_selection import (KFold, StratifiedKFold,
ImportError: cannot import name LeaveOneLabelOut

@kingjr @agramfort were we using a deprecated feature, or is this a sklearn bug?