Fix pgmpy import err #507

Job	Run time
test_without_extension (ubuntu-latest, 3.8)	13m 55s
test_with_lightgbm (ubuntu-latest, 3.8)	16m 14s
test_with_xgboost (ubuntu-latest, 3.8)	16m 31s
test_with_lightgbm (windows-latest, 3.8)	27m 36s
test_full (windows-latest, 3.7)	17m 11s
test_with_xgboost (windows-latest, 3.8)	28m 31s
test_with_lightgbm (macos-11, 3.8)	26m 28s
test_full (windows-latest, 3.8)	28m 29s
test_without_torch (ubuntu-latest, 3.8)	12m 31s
test_with_xgboost (macos-11, 3.8)	28m 57s
test_full (windows-latest, 3.9)	20m 46s
test_full (windows-latest, 3.10)	22m 37s
test_full (ubuntu-latest, 3.7)	12m 6s
test_full (ubuntu-latest, 3.8)	16m 53s
test_full (ubuntu-latest, 3.9)	14m 33s
test_full (ubuntu-latest, 3.10)	18m 47s
test_full (ubuntu-20.04, 3.6)	11m 54s
test_full (ubuntu-latest, 3.11)	21m 42s
	5h 55m 41s

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