I tried to install scikit-learn in OSGeo4W Shell.
I used the information provided by another question 1. Both ways as AlecZ suggested worked.
After installation I get this message: "Successfully installed scikit-learn-0.24.2"
Although when I open QGIS and then try to import sklearn I get this error: "ModuleNotFoundError: No module named 'sklearn.utils'"
How can I fix that and import the library?