Couple of tips because I was looking for how to make this work as well. I did this from the terminal first:
1) I went ahead and stopped splunk with the $SPLUNK_HOME/bin/splunk stop command
2) I moved the apps to tmp with the mv $SPLUNK_HOME/etc/apps/Splunk_SA_Scientific_Python_windows_x86_64 /tmp
and
mv $SPLUNK_HOME/etc/apps/Splunk_ML_Toolkit /tmp commands.
3) I started the splunk instance with the $SPLUNK_HOME/bin/splunk start command
4) I went ahead and used the GUI to install both the machine learning and python apps. If you don't install python first it will warn you that you need it.
5) Restart splunk and you should be done. I was doing this on 64bit Unbuntu.
I had an issue with a bad copy of python, so deleting from splunkbase fixed my issue. Good Luck!
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