It seems to be an issue with scipy library. Please install the libraries as per the requirements.txt.
If you are still facing the issue, please re-install again.
We recommend to use the latest OpenVINO(2020.2) version.
Since you are using the scipy library through Anaconda, Please make sure that you are using the scipy>1.1.0. if not, Could you please re-install the Anaconda with the required scipy version.