DOC/TST: Fix Python sklearn dep

tests/python/test_early_stopping.py

@@ -1,15 +1,18 @@
 import xgboost as xgb
+import xgboost.testing as tm
 import numpy as np
-from sklearn.datasets import load_digits
-from sklearn.cross_validation import train_test_split
-from sklearn.metrics import mean_squared_error
 import unittest
 
 rng = np.random.RandomState(1994)
 
 
 class TestEarlyStopping(unittest.TestCase):
+
     def test_early_stopping_nonparallel(self):
+        tm._skip_if_no_sklearn()
+        from sklearn.datasets import load_digits
+        from sklearn.cross_validation import train_test_split
+
         digits = load_digits(2)
         X = digits['data']
         y = digits['target']
@@ -30,10 +33,16 @@ class TestEarlyStopping(unittest.TestCase):
         assert clf3.best_score == 1
 
     def evalerror(self, preds, dtrain):
+        tm._skip_if_no_sklearn()
+        from sklearn.metrics import mean_squared_error
+
         labels = dtrain.get_label()
         return 'rmse', mean_squared_error(labels, preds)
 
     def test_cv_early_stopping(self):
+        tm._skip_if_no_sklearn()
+        from sklearn.datasets import load_digits
+
         digits = load_digits(2)
         X = digits['data']
         y = digits['target']