CREATE or replace LIBRARY sklearn
LANGUAGE plpythonu FROM 's3://<path>/sklearn.zip' CREDENTIALS 'aws_access_key_id=<access_key>;aws_secret_access_key=<secret_key>';

create or replace function f_py_scikit ()
  returns varchar
stable
as $$
  import sklearn
  return 'sklearn: {}'.format(sklearn.__version__)
$$ language plpythonu;

select f_scikit();

[Amazon](500310) Invalid operation: OSError: (20, 'Not a directory', '/rdsdbdata/user_lib/0/0/627380.zip/sklearn/__check_build'). Please look at svl_udf_log for more information

svl_udf_log:

   query    message created traceback   funcname    node    slice   seq
0   OSError: (20, 'Not a directory', '/rdsdbdata/user_lib/0/0/627380.zip/sklearn/__check_build') 1000   20000   0