Routine issues are posted here. Below are some longer term issues and limitations.
For users of Mac OS using Julia 1.3 or higher, using ScikitLearn models can lead to unexpected MKL errors due to an issue not related to MLJ. See this Julia Discourse discussion and this issue for context.
A temporary workaround for this issue is to force the installation of an older version of the
OpenSpecFun_jll library. To install an appropriate version, activate your MLJ environment and run
using Pkg; Pkg.add(PackageSpec(url="https://github.com/tlienart/OpenSpecFun_jll.jl"))
See here. Workaround: Instead of
XGBoost models (the chief known case) use models from the pure Julia package