Hello @HenryX ,
It's not recommended as using non-cluster built-in Python versions are unsupported scenario.
WARNING!: HDInsight cluster depends on the built-in Python environment - Python 3.5. Directly installing custom packages in those default built-in environments may cause unexpected library version changes. And break the cluster further.
If you want to install, you can use Python 3.6, change “python=3.5” in this command to python=3.6, and follow the rest steps in the document works.
sudo /usr/bin/anaconda/bin/conda create --prefix /usr/bin/anaconda/envs/py36new python=3.6 anaconda –yes
Hope this helps. Do let us know if you any further queries.
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