BLD: fix build issue introduced by scikit-learngh-5492.

pip installs would fail when compiling against ATLAS.
This is due to a distutils-setuptools issue with monkeypatching that
is triggered if Cython is imported.

See numpy/numpy#7235 for details.

setup.py

@@ -42,8 +42,6 @@
 
 VERSION = sklearn.__version__
 
-from sklearn._build_utils import cythonize
-
 # Optional setuptools features
 # We need to import setuptools early, if we want setuptools features,
 # as it monkey-patches the 'setup' function
@@ -178,7 +176,12 @@ def get_numpy_status():
 def generate_cython():
     cwd = os.path.abspath(os.path.dirname(__file__))
     print("Cythonizing sources")
-    cythonize.main(cwd)
+    p = subprocess.call([sys.executable, os.path.join(cwd, 'sklearn',
+                                        '_build_utils', 'cythonize.py'),
+                         'sklearn'],
+                        cwd=cwd)
+    if p != 0:
+        raise RuntimeError("Running cythonize failed!")
 
 
 def setup_package():

sklearn/_build_utils/cythonize.py

@@ -74,7 +74,7 @@ def process_pyx(fromfile, tofile):
                 raise Exception('Cython failed')
         except OSError:
             # There are ways of installing Cython that don't result in a cython
-            # executable on the path, see gh-2397.
+            # executable on the path, see scipy issue gh-2397.
             r = subprocess.call([sys.executable, '-c',
                                  'import sys; from Cython.Compiler.Main '
                                  'import setuptools_main as main;'