numpy.linalg.LinAlgError: SVD did not converge failure on Windows 10 (2004)

[erwincoumans]

There is some issue with Numpy on a recent Windows 10 update 2004 that can lead to SVD not converging errors.

It seems OpenBLAS related, see discussion here:
numpy/numpy#16744

Using Numpy+mkl solves the issue (but slower on AMD CPUs...)
using a wheel from https://www.lfd.uci.edu/~gohlke/pythonlibs