ImportError: cannot import name 'fetch_mldata' from 'sklearn.datasets'

I've been working my way through this book on OSX, and everything comes to a grinding halt on page 81 where it says:

> The following code fetches the MNIST dataset:
> \>\>\> from sklearn.datasets import fetch_mldata

What I get when I input this is:

> ImportError: cannot import name 'fetch_mldata' from 'sklearn.datasets' (/usr/local/homebrew/Cellar/python/3.7.5/...

I tried with python 2 (and 3). Tried upgrading Homebrew, re-installing sklearn. I haven't seen this exact error show up anywhere else, and I'm pretty much out of ideas. It's a bit disheartening to be stopped dead having barely got started :(. Any help?