Import joblib from joblib rather than deprecated sklearn.externals.joblib

[MaxGhenis]

As warned when loading skopt. I'm on version 0.5.2, the latest on conda, so apologies if this is fixed in 0.6.0.

In [1]: import skopt                                                                                                      
/home/max/miniconda3/lib/python3.7/site-packages/sklearn/externals/joblib/__init__.py:15: DeprecationWarning: sklearn.externals.joblib is deprecated in 0.21 and will be removed in 0.23. Please import this functionality directly from joblib, which can be installed with: pip install joblib. If this warning is raised when loading pickled models, you may need to re-serialize those models with scikit-learn 0.21+.
  warnings.warn(msg, category=DeprecationWarning)

In [2]: skopt.__version__                                                                                                 
Out[2]: '0.5.2'

In [3]: import sklearn                                                                                                    

In [4]: sklearn.__version__                                                                                               
Out[4]: '0.21.2'

[basnijholt]

This is because of sklearn. I also ran into this issue, see my comment here.