前提
pyenv で python 3.X をインストールしていること
エラー内容
Traceback (most recent call last):
  File "test.py", line 6, in <module>
    from sklearn.feature_extraction.text import TfidfVectorizer
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/__init__.py", line 57, in <module>
    from .base import clone
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/base.py", line 12, in <module>
    from .utils.fixes import signature
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/utils/__init__.py", line 18, in <module>
    from ..externals.joblib import cpu_count
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/externals/joblib/__init__.py", line 122, in <module>
    from .memory import Memory, MemorizedResult
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/externals/joblib/memory.py", line 37, in <module>
    from . import numpy_pickle
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/externals/joblib/numpy_pickle.py", line 16, in <module>
    from .numpy_pickle_utils import _COMPRESSORS
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/site-packages/sklearn/externals/joblib/numpy_pickle_utils.py", line 12, in <module>
    import bz2
  File "/home/vagrant/.pyenv/versions/3.4.3/lib/python3.4/bz2.py", line 20, in <module>
    from _bz2 import BZ2Compressor, BZ2Decompressor
ImportError: No module named '_bz2'
解決策
ググると
$ sudo yum install bzip2-devel
で解決とあるんだけど、これをした上で、python そのものをインストールしなおす必要がある。
$ pyenv install 3.4.3
$ pyenv global 3.4.3
で動くようになる。