This error is raised from a lib which tries to load the data and fails in the encoder.
The Unicode Howto doc 23 might be helpful in solving the issue.
Also, this issue seems to be raised by pandas, sklearn or another lib you are using, so you might get a better and faster answer on e.g. StackOverflow. 
PS: You can post code snippets by wrapping them into three backticks ```, which would make debugging easier.