Я не уверен, почему это происходит, но если вы удалите scikit-learn перед установкой последней версии dev, это сработает:
[1] !pip uninstall scikit-learn -y
Uninstalling scikit-learn-0.19.1:
Successfully uninstalled scikit-learn-0.19.1
[2]!pip install Cython
!pip install git+git://github.com/scikit-learn/scikit-learn.git
Requirement already satisfied: Cython in /usr/local/lib/python3.6/dist-packages (0.28.2)
Collecting git+git://github.com/scikit-learn/scikit-learn.git
Cloning git://github.com/scikit-learn/scikit-learn.git to /tmp/pip-req-build-d59ukisw
Requirement already satisfied: numpy>=1.8.2 in /usr/local/lib/python3.6/dist-packages (from scikit-learn==0.20.dev0) (1.14.3)
Requirement already satisfied: scipy>=0.13.3 in /usr/local/lib/python3.6/dist-packages (from scikit-learn==0.20.dev0) (0.19.1)
Building wheels for collected packages: scikit-learn
Running setup.py bdist_wheel for scikit-learn ... done
Stored in directory: /tmp/pip-ephem-wheel-cache-is88dk15/wheels/a1/50/0e/316ef2ff8d4cfade292bd20b49efda94727688a153382745a6
Successfully built scikit-learn
Installing collected packages: scikit-learn
Successfully installed scikit-learn-0.20.dev0
[3] !pip freeze | grep scikit
scikit-image==0.13.1
scikit-learn==0.20.dev0
[4] from sklearn.preprocessing import CategoricalEncoder
[5] import sklearn
sklearn.__version__
'0.20.dev0'