In [1]: from sklearn.datasets import fetch_openml
In [2]: fetch_openml('mnist_784', version=1, return_X_y=True)                                                                                                
---------------------------------------------------------------------------
OSError                                   Traceback (most recent call last)
<ipython-input-2-0c2a4453f0a2> in <module>
----> 1 fetch_openml('mnist_784', version=1, return_X_y=True)

~/src/scikit-learn/sklearn/datasets/openml.py in fetch_openml(name, version, data_id, data_home, target_column, cache, return_X_y)
    490                 "specify a numeric data_id or a name, not "
    491                 "both.".format(data_id, name))
--> 492         data_info = _get_data_info_by_name(name, version, data_home)
    493         data_id = data_info['did']
    494     elif data_id is not None:

~/src/scikit-learn/sklearn/datasets/openml.py in _get_data_info_by_name(name, version, data_home)
    285     url = (_SEARCH_NAME + "/data_version/{}").format(name, version)
    286     json_data = _get_json_content_from_openml_api(url, None, False,
--> 287                                                   data_home)
    288     if json_data is None:
    289         # we can do this in 1 function call if OpenML does not require the

~/src/scikit-learn/sklearn/datasets/openml.py in _get_json_content_from_openml_api(url, error_message, raise_if_error, data_home)
    143         else:
    144             return None
--> 145     json_data = json.loads(response.read().decode("utf-8"))
    146     response.close()
    147     return json_data

~/.miniconda3/envs/sklearn-dev/lib/python3.7/gzip.py in read(self, size)
    274             import errno
    275             raise OSError(errno.EBADF, "read() on write-only GzipFile object")
--> 276         return self._buffer.read(size)
    277 
    278     def read1(self, size=-1):

~/.miniconda3/envs/sklearn-dev/lib/python3.7/gzip.py in read(self, size)
    461                 # jump to the next member, if there is one.
    462                 self._init_read()
--> 463                 if not self._read_gzip_header():
    464                     self._size = self._pos
    465                     return b""

~/.miniconda3/envs/sklearn-dev/lib/python3.7/gzip.py in _read_gzip_header(self)
    409 
    410         if magic != b'\037\213':
--> 411             raise OSError('Not a gzipped file (%r)' % magic)
    412 
    413         (method, flag,

OSError: Not a gzipped file (b'{"')