call python from matlab2015a
Matlab comes with it's own python Installation which is located in your Matlab installation directory. There these 3rd party libraries are probably not installed. 
Go to the python folder inside the Matlab installation directory, search for pip and use it to install the libraries you need.
As matlab2015a has been able to support python. But it seems it can only call standard library in matlab. If I want to import other library such as numpy, scipy or sklearn, what should I do? And can I execute the python script directly. Unfortunately, the offical document of matlab has not given enough explanations. If anyone can explain, I will be really appreciated!