scikit-learn: Could not install packages due to an OSError

Describe the bug

When trying to install scikit-learn, I get the following error:

ERROR: Could not install packages due to an OSError: [Errno 2] No such file or directory: 'C:\\Users\\movgp\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python39\\site-packages\\sklearn\\datasets\\tests\\data\\openml\\292\\api-v1-json-data-list-data_name-australian-limit-2-data_version-1-status-deactivated.json.gz'

After enabling long-path name support in the group policies, I get the following error:

ERROR: Could not install packages due to an OSError: [WinError 5] Access is denied: 'C:\\Users\\movgp\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python39\\site-packages\\sklearn\\.libs\\vcomp140.dll'
Check the permissions.

After also running pip with admin rights, I get the following output:

Collecting scikit-learn
  Using cached scikit_learn-0.24.1-cp39-cp39-win_amd64.whl (6.9 MB)
Requirement already satisfied: scipy>=0.19.1 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (1.6.0)
Requirement already satisfied: threadpoolctl>=2.0.0 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (2.1.0)
Requirement already satisfied: numpy>=1.13.3 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (1.19.5)
Requirement already satisfied: joblib>=0.11 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (1.0.0)
Installing collected packages: scikit-learn
Successfully installed scikit-learn-0.24.1

Steps/Code to Reproduce

• Use Windows 10
• Install Python (3.8 or 3.9) from Windows Store
• Install Visual Studio Code
• Install Python and Jupyter Plugins into Visual Studio Code
• Create a new Jupyter Notebook
• Install Jupyter Server when VS Code asks to do so
• Execute

import sys
!{sys.executable} -m pip install scikit-learn

Expected Results

• sci-learn package should install without error.
• there should be no need for enabling long paths
• there should be no requirement for admin rights

If those issues can’t be (easily) fixed, it needs to be documented in the install instructions.

Actual Results

• user needs to enable long path names (in group policy editor or system registry)
• user needs to run python with admin rights
• steps are not documented

Versions

Windows-10-10.0.19041-SP0
Python 3.9.1 (tags/v3.9.1:1e5d33e, Dec  7 2020, 17:08:21) [MSC v.1927 64 bit (AMD64)]
NumPy 1.19.5
SciPy 1.6.0
Scikit-Learn 0.24.1
Imbalanced-Learn 0.7.0