[Python UDF] Failed to import library after CREATE LIBRARY

I want to write a Python UDF that uses scikit-learn. Here's the command that I'm running.

CREATE OR REPLACE LIBRARY scikit_learn LANGUAGE plpythonu FROM '...'

I've uploaded the a 2.7 Python package in a .zip file to http://file.io.

Afterwards, I'm trying to run a function that uses sklearn but I'm getting: ImportError: No module named sklearn.covariance. Please look at svl_udf_log for more information.

Why does it fail to import even though it downloaded the package?