fix sklearn interface compat (#222)

docs/Python-intro.md

@@ -10,6 +10,11 @@ This document gives a basic walkthrough of LightGBM python package.
 Install
 -------
 * Install the library first, follow the wiki [here](./Installation-Guide.md).
+* Install python-package dependencies, `setuptools`, `numpy` and `scipy` is required, `scikit-learn` is required for sklearn interface and recommended. Run:
+```
+pip install setuptools numpy scipy scikit-learn -U
+```
+
 * In the  `python-package` directory, run
 ```
 python setup.py install

python-package/lightgbm/compat.py

@@ -69,5 +69,4 @@ except ImportError:
     LGBMClassifierBase = object
     LGBMRegressorBase = object
     LGBMLabelEncoder = None
-    LGBMDeprecated = None
     LGBMStratifiedKFold = None