Scikit-learn: fetch_california_housing() URLError: <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:749)>

Description

I am unable to use fetch_california_housing() to download sample data set. Looks like certificate may have expired?

Steps/Code to Reproduce

print('The scikit-learn version is {}.'.format(sklearn.__version__))
from sklearn.datasets import fetch_california_housing
housing = fetch_california_housing()

Actual Results

Downloading Cal. housing from https://ndownloader.figshare.com/files/5976036 to /Users/test/scikit_learn_data
The scikit-learn version is 0.19.1.
---------------------------------------------------------------------------
SSLError                                  Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in do_open(self, http_class, req, **http_conn_args)
   1317                 h.request(req.get_method(), req.selector, req.data, headers,
-> 1318                           encode_chunked=req.has_header('Transfer-encoding'))
   1319             except OSError as err: # timeout error

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/http/client.py in request(self, method, url, body, headers, encode_chunked)
   1238         """Send a complete request to the server."""
-> 1239         self._send_request(method, url, body, headers, encode_chunked)
   1240 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/http/client.py in _send_request(self, method, url, body, headers, encode_chunked)
   1284             body = _encode(body, 'body')
-> 1285         self.endheaders(body, encode_chunked=encode_chunked)
   1286 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/http/client.py in endheaders(self, message_body, encode_chunked)
   1233             raise CannotSendHeader()
-> 1234         self._send_output(message_body, encode_chunked=encode_chunked)
   1235 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/http/client.py in _send_output(self, message_body, encode_chunked)
   1025         del self._buffer[:]
-> 1026         self.send(msg)
   1027 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/http/client.py in send(self, data)
    963             if self.auto_open:
--> 964                 self.connect()
    965             else:

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/http/client.py in connect(self)
   1399             self.sock = self._context.wrap_socket(self.sock,
-> 1400                                                   server_hostname=server_hostname)
   1401             if not self._context.check_hostname and self._check_hostname:

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/ssl.py in wrap_socket(self, sock, server_side, do_handshake_on_connect, suppress_ragged_eofs, server_hostname, session)
    400                          server_hostname=server_hostname,
--> 401                          _context=self, _session=session)
    402 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/ssl.py in __init__(self, sock, keyfile, certfile, server_side, cert_reqs, ssl_version, ca_certs, do_handshake_on_connect, family, type, proto, fileno, suppress_ragged_eofs, npn_protocols, ciphers, server_hostname, _context, _session)
    807                         raise ValueError("do_handshake_on_connect should not be specified for non-blocking sockets")
--> 808                     self.do_handshake()
    809 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/ssl.py in do_handshake(self, block)
   1060                 self.settimeout(None)
-> 1061             self._sslobj.do_handshake()
   1062         finally:

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/ssl.py in do_handshake(self)
    682         """Start the SSL/TLS handshake."""
--> 683         self._sslobj.do_handshake()
    684         if self.context.check_hostname:

SSLError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:749)

During handling of the above exception, another exception occurred:

URLError                                  Traceback (most recent call last)
<ipython-input-18-dc07bc139b51> in <module>()
      1 print('The scikit-learn version is {}.'.format(sklearn.__version__))
      2 from sklearn.datasets import fetch_california_housing
----> 3 housing = fetch_california_housing()

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/sklearn/datasets/california_housing.py in fetch_california_housing(data_home, download_if_missing)
     99             ARCHIVE.url, data_home))
    100 
--> 101         archive_path = _fetch_remote(ARCHIVE, dirname=data_home)
    102 
    103         with tarfile.open(mode="r:gz", name=archive_path) as f:

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/sklearn/datasets/base.py in _fetch_remote(remote, dirname)
    872     file_path = (remote.filename if dirname is None
    873                  else join(dirname, remote.filename))
--> 874     urlretrieve(remote.url, file_path)
    875     checksum = _sha256(file_path)
    876     if remote.checksum != checksum:

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in urlretrieve(url, filename, reporthook, data)
    246     url_type, path = splittype(url)
    247 
--> 248     with contextlib.closing(urlopen(url, data)) as fp:
    249         headers = fp.info()
    250 

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in urlopen(url, data, timeout, cafile, capath, cadefault, context)
    221     else:
    222         opener = _opener
--> 223     return opener.open(url, data, timeout)
    224 
    225 def install_opener(opener):

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in open(self, fullurl, data, timeout)
    524             req = meth(req)
    525 
--> 526         response = self._open(req, data)
    527 
    528         # post-process response

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in _open(self, req, data)
    542         protocol = req.type
    543         result = self._call_chain(self.handle_open, protocol, protocol +
--> 544                                   '_open', req)
    545         if result:
    546             return result

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in _call_chain(self, chain, kind, meth_name, *args)
    502         for handler in handlers:
    503             func = getattr(handler, meth_name)
--> 504             result = func(*args)
    505             if result is not None:
    506                 return result

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in https_open(self, req)
   1359         def https_open(self, req):
   1360             return self.do_open(http.client.HTTPSConnection, req,
-> 1361                 context=self._context, check_hostname=self._check_hostname)
   1362 
   1363         https_request = AbstractHTTPHandler.do_request_

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/urllib/request.py in do_open(self, http_class, req, **http_conn_args)
   1318                           encode_chunked=req.has_header('Transfer-encoding'))
   1319             except OSError as err: # timeout error
-> 1320                 raise URLError(err)
   1321             r = h.getresponse()
   1322         except:

URLError: <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:749)>