[MRG] Fix plot_out_of_core_classification.py.

[lesteve]

Starting from an empty ~/scikit_learn_data I got AttributeError: module 'sklearn.externals.six.moves.urllib_request' has no attribute 'urlretrieve'.

I have to say I am not sure why this is happening and why we did not spot it earlier on CircleCI, maybe because ~/scikit_learn_data was cached.

I'll merge this when CircleCI is green.

[lesteve]

And just for fun, a snippet that reproduces the problem and seems to indicate something is wrong with six:

from sklearn.externals.six.moves.urllib.request import urlretrieve
from sklearn.externals.six.moves import urllib
urllib.request.urlretrieve

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-1-0011d0171987> in <module>()
      1 from sklearn.externals.six.moves.urllib.request import urlretrieve
      2 from sklearn.externals.six.moves import urllib
----> 3 urllib.request.urlretrieve

AttributeError: module 'sklearn.externals.six.moves.urllib_request' has no attribute 'urlretrieve'

This is probably due to the fact we vendor an old copy of six. The same snippet works fine with six 1.10.0:

from six.moves.urllib.request import urlretrieve
from six.moves import urllib
urllib.request.urlretrieve

[jnothman]

Circle is failing here. Would vendoring a newer six solve it?

[lesteve]

Hmmm I think this is the mldata server which was having some problems, I'll restart CircleCI to see whether it goes away.