Could not install packages due to an OSError

Describe the bug

When trying to install scikit-learn, I get the following error:

ERROR: Could not install packages due to an OSError: [Errno 2] No such file or directory: 'C:\\Users\\movgp\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python39\\site-packages\\sklearn\\datasets\\tests\\data\\openml\\292\\api-v1-json-data-list-data_name-australian-limit-2-data_version-1-status-deactivated.json.gz'

After enabling long-path name support in the group policies, I get the following error:

ERROR: Could not install packages due to an OSError: [WinError 5] Access is denied: 'C:\\Users\\movgp\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python39\\site-packages\\sklearn\\.libs\\vcomp140.dll'
Check the permissions.

After also running pip with admin rights, I get the following output:

Collecting scikit-learn
  Using cached scikit_learn-0.24.1-cp39-cp39-win_amd64.whl (6.9 MB)
Requirement already satisfied: scipy>=0.19.1 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (1.6.0)
Requirement already satisfied: threadpoolctl>=2.0.0 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (2.1.0)
Requirement already satisfied: numpy>=1.13.3 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (1.19.5)
Requirement already satisfied: joblib>=0.11 in c:\users\movgp\appdata\local\packages\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\localcache\local-packages\python39\site-packages (from scikit-learn) (1.0.0)
Installing collected packages: scikit-learn
Successfully installed scikit-learn-0.24.1

Steps/Code to Reproduce

Use Windows 10
Install Python (3.8 or 3.9) from Windows Store
Install Visual Studio Code
Install Python and Jupyter Plugins into Visual Studio Code
Create a new Jupyter Notebook
Install Jupyter Server when VS Code asks to do so
Execute

import sys
!{sys.executable} -m pip install scikit-learn

Expected Results

sci-learn package should install without error.
there should be no need for enabling long paths
there should be no requirement for admin rights

If those issues can’t be (easily) fixed, it needs to be documented in the install instructions.

Actual Results

user needs to enable long path names (in group policy editor or system registry)
user needs to run python with admin rights
steps are not documented

Versions

Windows-10-10.0.19041-SP0
Python 3.9.1 (tags/v3.9.1:1e5d33e, Dec  7 2020, 17:08:21) [MSC v.1927 64 bit (AMD64)]
NumPy 1.19.5
SciPy 1.6.0
Scikit-Learn 0.24.1
Imbalanced-Learn 0.7.0