diff --git a/.travis.yml b/.travis.yml
index 328940a165fee..456d94301d4c1 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -18,15 +18,16 @@ env:
     - OPENBLAS_NUM_THREADS=2
     - SKLEARN_BUILD_PARALLEL=3
     - SKLEARN_SKIP_NETWORK_TESTS=1
+    - PYTHONUNBUFFERED=1
     # Custom environment variables for the ARM wheel builder
     - CIBW_BUILD_VERBOSITY=1
-    - CIBW_TEST_REQUIRES="pytest pytest-xdist threadpoolctl"
     - CIBW_TEST_COMMAND="bash {project}/build_tools/travis/test_wheels.sh"
-    - CIBW_ENVIRONMENT="CPU_COUNT=2
+    - CIBW_ENVIRONMENT="CPU_COUNT=6
                         OMP_NUM_THREADS=2
                         OPENBLAS_NUM_THREADS=2
-                        SKLEARN_BUILD_PARALLEL=3
-                        SKLEARN_SKIP_NETWORK_TESTS=1"
+                        SKLEARN_BUILD_PARALLEL=10
+                        SKLEARN_SKIP_NETWORK_TESTS=1
+                        PYTHONUNBUFFERED=1"
 
 jobs:
   include:
diff --git a/build_tools/travis/install.sh b/build_tools/travis/install.sh
index 1e8e2963711ef..178260c8dabcb 100644
--- a/build_tools/travis/install.sh
+++ b/build_tools/travis/install.sh
@@ -4,10 +4,8 @@
 # defined in the ".travis.yml" file. In particular, it is
 # important that we call to the right installation script.
 
-set -e
-
 if [[ $BUILD_WHEEL == true ]]; then
-    source build_tools/travis/install_wheels.sh
+    source build_tools/travis/install_wheels.sh || travis_terminate 1
 else
-    source build_tools/travis/install_main.sh
+    source build_tools/travis/install_main.sh || travis_terminate 1
 fi
diff --git a/build_tools/travis/install_wheels.sh b/build_tools/travis/install_wheels.sh
index 4bb52f51f27f7..0f6cdf256e71b 100644
--- a/build_tools/travis/install_wheels.sh
+++ b/build_tools/travis/install_wheels.sh
@@ -1,6 +1,4 @@
 #!/bin/bash
 
-set -e
-
-python -m pip install cibuildwheel
-python -m cibuildwheel --output-dir wheelhouse
+python -m pip install cibuildwheel || travis_terminate $?
+python -m cibuildwheel --output-dir wheelhouse || travis_terminate $?
diff --git a/build_tools/travis/script.sh b/build_tools/travis/script.sh
index 2b7aecb295d82..6e8b7e3deaee1 100644
--- a/build_tools/travis/script.sh
+++ b/build_tools/travis/script.sh
@@ -5,8 +5,6 @@
 # continuous deployment jobs, we have to execute the scripts for
 # testing the continuous integration jobs.
 
-set -e
-
 if [[ $BUILD_WHEEL != true ]]; then
     # This trick will make Travis terminate the continuation of the pipeline
     bash build_tools/travis/test_script.sh || travis_terminate 1
diff --git a/build_tools/travis/test_wheels.sh b/build_tools/travis/test_wheels.sh
index be2328e3d44d6..aa3d0d8c0ef1b 100644
--- a/build_tools/travis/test_wheels.sh
+++ b/build_tools/travis/test_wheels.sh
@@ -1,9 +1,9 @@
 #!/bin/bash
 
-set -e
+pip install --upgrade pip || travis_terminate $?
+pip install pytest pytest-xdist || travis_terminate $?
 
-# Faster run of the source code tests
-pytest -n $CPU_COUNT --pyargs sklearn
+python -m pytest -n $CPU_COUNT --pyargs sklearn || travis_terminate $?
 
 # Test that there are no links to system libraries
-python -m threadpoolctl -i sklearn
+python -m threadpoolctl -i sklearn || travis_terminate $?