The script as-is doesn't work with 3.8 because it uses the "spawn" strategy. I haven't tried to tweak the script to get it to work on 3.8 because the scripts works fine for me with 3.7.

The smaller script in msg380225 works for me on both python 3.7.4 and 3.8.3

Pip list says:

Package         Version
--------------- -------
joblib          0.17.0 
numpy           1.19.4 
pandas          1.1.4  
pip             19.0.3 
python-dateutil 2.8.1  
pytz            2020.4 
scikit-learn    0.23.2 
scipy           1.5.4  
setuptools      40.8.0 
six             1.15.0 
sklearn         0.0    
threadpoolctl   2.1.0  
xgboost         1.2.1