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Python.h file is not found, while running "pip install --editable ." #15951

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@ankishb

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@ankishb

I am following contribution guide page, but stuck at "pip install --editable ." command. I have successfully installed cython, but it seems like, it didn't find the required file. Can someone tell me, what i am missing here.

`

extra options: '-fopenmp'
x86_64-linux-gnu-gcc: sklearn/__check_build/_check_build.c 
sklearn/__check_build/_check_build.c:19:10: fatal error: Python.h: No such file or directory 
#include "Python.h"
    	  ^~~~~~~~~~

compilation terminated.
Partial import of sklearn during the build process.

error: Command "x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -std=c99 -I/home/ankish/scikit-learn/scipy/lib/python3.6/site-packages/numpy/core/include -I/home/ankish/scikit-learn/scipy/lib/python3.6/site-packages/numpy/core/include -I/usr/include/python3.6m -I/home/ankish/scikit-learn/scipy/include/python3.6m -I/usr/include/python3.6m -I/home/ankish/scikit-learn/scipy/include/python3.6m -c sklearn/__check_build/_check_build.c -o build/temp.linux-x86_64-3.6/sklearn/__check_build/_check_build.o -MMD -MF build/temp.linux-x86_64-3.6/sklearn/__check_build/_check_build.o.d -fopenmp" failed with exit status 1

`

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