scikit-learn (aka sklearn) through 0.23.0 can unserialize and execute commands from an untrusted file that is passed to the joblib.load() function, if __reduce__ makes an os.system call.
NOTE: third parties dispute this issue because the joblib.load() function is documented as unsafe and it is the user's responsibility to use the function in a secure manner.

References

• https://nvd.nist.gov/vuln/detail/CVE-2020-13092
• https://github.com/0FuzzingQ/vuln/blob/master/sklearn%20unserialize.md
• https://scikit-learn.org/stable/modules/model_persistence.html#security-maintainability-limitations