In my case I was also trying to install an old version of sklearn which is required for mini projects for 'Intro to Machine Learning' Udacity course.
I use Miniconda 3 with Python 2 environment on Windows 10.
Unfortunately, @Ben B's method with pip didn't work for me. I had errors which look like errors in the scipy github issue:
Installing collected packages: scipy Running setup.py install for scipy ... error
Complete output from command "c:\program files\python\2.x\python.exe" -u -c "import setuptools, tokenize;__file__='c:\\users\\reacodes\\appdata\\local\\temp\\pip-build-jzv_lz\\scipy\\setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record c:\users\reacodes\appdata\local\temp\pip-mqeonc-record\install-record.txt
--single-version-externally-managed --compile:
lapack_opt_info:
openblas_lapack_info:
libraries openblas not found in ['c:\\program files\\python\\2.x\\lib', 'C:\\', 'c:\\program files\\python\\2.x\\libs']
NOT AVAILABLE
lapack_mkl_info:
mkl_info:
libraries mkl,vml,guide not found in ['c:\\program files\\python\\2.x\\lib', 'C:\\', 'c:\\program files\\python\\2.x\\libs']
NOT AVAILABLE
...
So I tried another method with conda described in the following answer:
conda install -c free scikit-learn=0.18.0
cross_val_score? - wbadart