0.21.0 sdist appears to be invalid

Description

Trying to install scikit-learn 0.21 from source in a clean venv fails.

Steps/Code to Reproduce

python -mvenv /tmp/tmpenv && source /tmp/tmpenv/bin/activate
pip install numpy
pip install --no-cache --no-binary=scikit-learn scikit-learn

Expected Results

scikit-learn is installed

Actual Results

Collecting scikit-learn
  Downloading https://files.pythonhosted.org/packages/9b/94/a24da18837e32ae2d5275b18308a542ae07891617501336b31c81a383cad/scikit-learn-0.21.0.tar.gz (12.2MB)
    100% |████████████████████████████████| 12.2MB 44.5MB/s 
Requirement already satisfied: numpy>=1.11.0 in ./tmpenv/lib/python3.7/site-packages (from scikit-learn) (1.16.3)
Requirement already satisfied: scipy>=0.17.0 in ./tmpenv/lib/python3.7/site-packages (from scikit-learn) (1.2.1)
Requirement already satisfied: joblib>=0.11 in ./tmpenv/lib/python3.7/site-packages (from scikit-learn) (0.13.2)
Installing collected packages: scikit-learn
  Running setup.py install for scikit-learn ... error
    Complete output from command /tmp/tmpenv/bin/python -u -c "import setuptools, tokenize;__file__='/tmp/pip-install-7semrfib/scikit-learn/setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record /tmp/pip-record-96g5nwiz/install-record.txt --single-version-externally-managed --compile --install-headers /tmp/tmpenv/include/site/python3.7/scikit-learn:
    Partial import of sklearn during the build process.
    blas_opt_info:
    blas_mkl_info:
    customize UnixCCompiler
      libraries mkl_rt not found in ['/tmp/tmpenv/lib', '/usr/local/lib', '/usr/lib64', '/usr/lib', '/usr/lib/']
      NOT AVAILABLE
    
    blis_info:
    customize UnixCCompiler
      libraries blis not found in ['/tmp/tmpenv/lib', '/usr/local/lib', '/usr/lib64', '/usr/lib', '/usr/lib/']
      NOT AVAILABLE
    
    openblas_info:
    customize UnixCCompiler
    customize UnixCCompiler
    customize UnixCCompiler
      FOUND:
        libraries = ['openblas', 'openblas']
        library_dirs = ['/usr/lib64']
        language = c
        define_macros = [('HAVE_CBLAS', None)]
    
      FOUND:
        libraries = ['openblas', 'openblas']
        library_dirs = ['/usr/lib64']
        language = c
        define_macros = [('HAVE_CBLAS', None)]
    
    Traceback (most recent call last):
      File "<string>", line 1, in <module>
      File "/tmp/pip-install-7semrfib/scikit-learn/setup.py", line 280, in <module>
        setup_package()
      File "/tmp/pip-install-7semrfib/scikit-learn/setup.py", line 276, in setup_package
        setup(**metadata)
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/core.py", line 137, in setup
        config = configuration()
      File "/tmp/pip-install-7semrfib/scikit-learn/setup.py", line 171, in configuration
        config.add_subpackage('sklearn')
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/misc_util.py", line 1036, in add_subpackage
        caller_level = 2)
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/misc_util.py", line 1005, in get_subpackage
        caller_level = caller_level + 1)
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/misc_util.py", line 942, in _get_configuration_from_setup_py
        config = setup_module.configuration(*args)
      File "sklearn/setup.py", line 53, in configuration
        config.add_subpackage('ensemble/_hist_gradient_boosting/tests')
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/misc_util.py", line 1036, in add_subpackage
        caller_level = 2)
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/misc_util.py", line 998, in get_subpackage
        caller_level = caller_level+1)
      File "/tmp/tmpenv/lib/python3.7/site-packages/numpy/distutils/misc_util.py", line 780, in __init__
        raise ValueError("%r is not a directory" % (package_path,))
    ValueError: 'sklearn/ensemble/_hist_gradient_boosting/tests' is not a directory
    
    ----------------------------------------
Command "/tmp/tmpenv/bin/python -u -c "import setuptools, tokenize;__file__='/tmp/pip-install-7semrfib/scikit-learn/setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record /tmp/pip-record-96g5nwiz/install-record.txt --single-version-externally-managed --compile --install-headers /tmp/tmpenv/include/site/python3.7/scikit-learn" failed with error code 1 in /tmp/pip-install-7semrfib/scikit-learn/
You are using pip version 19.0.3, however version 19.1.1 is available.
You should consider upgrading via the 'pip install --upgrade pip' command.

Versions

In [1]: import platform; print(platform.platform())                                             
Linux-5.0.12-arch2-1-ARCH-x86_64-with-arch

In [2]: import sys; print("Python", sys.version)                                                
Python 3.7.3 (default, Mar 26 2019, 21:43:19) 
[GCC 8.2.1 20181127]

In [3]: import numpy; print("NumPy", numpy.__version__)                                         
NumPy 1.16.3

In [4]: import scipy; print("SciPy", scipy.__version__)                                         
SciPy 1.2.1

[ogrisel]

I believe we just need to add an __init__.py file to make it a package to be included in the sdist.

[agramfort]

maybe we could add https://pypi.org/project/check-manifest/ to the one of the CI test