DLL Load failure when importing sklearn on a recent Windows install

Problem

On a machine where Windows was installed recently (so does not yet have many applications installed), import sklearn may fail with this error:

ImportError: DLL load failed: The specified module could not be found.

Solution in Python 3.x

Install the Microsoft Visual C++ Redistributable for Visual Studio 2015 from:
https://www.microsoft.com/en-us/download/details.aspx?id=48145

Background

Scikit-learn uses openmp, which depends on the library vcomp140.dll, included in the just-mentioned Redistributable. We have chosen not to include this library in our build of sklearn because most active Windows systems include the Redistributable, and relying on the official Microsoft install makes it more likely that security updates will be promptly installed.

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