jep for using scikit model in java
The _PyThreadState_Current error implies that it's using the wrong Python.  You should be able to fix it by setting PATH and LD_LIBRARY_PATH to the python/bin and python/lib directories you want to use (and built Jep and sklearn against) before launching the process.  That will ensure that Python, Jep, and sklearn are all using the same libraries.
If that doesn't work, it's possible that Jep or sklearn were built with different versions of Python than you're running.
I am using jep for running python script in java, I basically need to run the script that uses scikit package. But it shows me error when I try to run, which I couldn't understand. 
This is the piece of code in my program,
Jep jep = new Jep();
jep.eval("import sklearn");
It shows the below error,but sklearn works perfectly well in python. 
Jul 06, 2016 5:31:50 PM JepEx main
SEVERE: null
jep.JepException: jep.JepException: : /usr/local/lib/python2.7/dist-packages/sklearn/__check_build/_check_build.so: undefined symbol: _PyThreadState_Current

Contents of /usr/local/lib/python2.7/dist-packages/sklearn/check_build:
setup.py                  __init.pyc              _check_build.so
build                     init.py               setup.pyc

It seems that scikit-learn has not been built correctly.
If you have installed scikit-learn from source, please do not forget
to build the package before using it: run python setup.py install or
make in the source directory.
If you have used an installer, please check that it is suited for your
Python version, your operating system and your platform.
    at jep.Jep.eval(Jep.java:485)
    at JepEx.executeCommand(JepEx.java:26)
    at JepEx.main(JepEx.java:38)
Caused by: jep.JepException: : /usr/local/lib/python2.7/dist-packages/sklearn/__check_build/_check_build.so: undefined symbol: _PyThreadState_Current

Contents of /usr/local/lib/python2.7/dist-packages/sklearn/check_build:
setup.py                  __init.pyc              _check_build.so
build                     init.py               setup.pyc

It seems that scikit-learn has not been built correctly.
If you have installed scikit-learn from source, please do not forget
to build the package before using it: run python setup.py install or
make in the source directory.
If you have used an installer, please check that it is suited for your
Python version, your operating system and your platform.
    at /usr/local/lib/python2.7/dist-packages/sklearn/check_build/__init.raise_build_error(init.py:41)
    at /usr/local/lib/python2.7/dist-packages/sklearn/check_build/__init.(init.py:46)
    at /usr/local/lib/python2.7/dist-packages/sklearn/init.(init.py:56)