scikit-learn: no module named sklearn.model_selection, sklearn.exceptions, sklearn.multioutput while building the doc

I downloaded the repository to change something in documentation. I tried to build the html: make html-noplot But at the beginning it says:

Failed to import ‘sklearn.model_selection’: no module named sklearn.model_selection Failed to import ‘sklearn.exceptions’: no module named sklearn.exceptions Failed to import ‘sklearn.multioutput’: no module named sklearn.multioutput

As far as I want to work with cross_val_score doc page I can’t solve the issue #6542

WARNING: [autosummary] failed to import u’sklearn.model_selection.cross_val_score’: no module named sklearn.model_selection.cross_val_score

So as a result some html appeared, but not all of them (including cross_val_score)

All packages are up-to-date. OS X. Python 2.