How it works...

Similarly, you could have imported the diabetes dataset as follows:

from sklearn import datasets  #Import datasets module from scikit-learn
diabetes = datasets.load_diabetes()   

There! You've loaded diabetes using the load_diabetes() function of the datasets module. To check which datasets are available, type:

datasets.load_*?

Once you try that, you might observe that there is a dataset named datasets.load_digits. To access it, type the load_digits() function, analogous to the other loading functions:

digits = datasets.load_digits()

To view information about the dataset, type digits.DESCR.