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Here's a version that builds with Python 3.6 using latest numpy, scipy, and sklearn.
This build procedure doesn't make use of any virtual environments, and it has (all?) the .pyc files in the pycache directories. I remove all the documentation and test files, but to be safe I decided to leave in the .py source files (~2 MB extra). Resulting lambda-package.zip file is ~38.5 MB.
Outstanding question: It seems that numpy and scipy use atlas as the default and that's it. Thus, is it really necessary to yum install blas-devel and lapack-devel?
I tested this using one of my own lambda functions with Python 3.6, but without including sklearn, which I do not use.
I'm happy to remove the uncompressed lambda-package and update the README if this PR is going to be merged into master.