書籍「Pythonで始める機会学習」の第４章のプログラムについて

Pythonで始める機会学習の第４章の下記のサンプルコードを実行したのですが

%matplotlib inline
from preamble import *

import os
# The file has no headers naming the columns, so we pass header=None
# and provide the column names explicitly in "names"
adult_path = os.path.join(mglearn.datasets.DATA_PATH, "adult.data")
data = pd.read_csv(
    adult_path, header=None, index_col=False,
    names=['age', 'workclass', 'fnlwgt', 'education',  'education-num',
           'marital-status', 'occupation', 'relationship', 'race', 'gender',
           'capital-gain', 'capital-loss', 'hours-per-week', 'native-country',
           'income'])
# For illustration purposes, we only select some of the columns
data = data[['age', 'workclass', 'education', 'gender', 'hours-per-week',
             'occupation', 'income']]
# IPython.display allows nice output formatting within the Jupyter notebook
display(data.head())
Initializing from file failed

以下のようなエラーがでてしまいます。このような場合はどうすればエラーを解決できるでしょうか？？

---------------------------------------------------------------------------
OSError                                   Traceback (most recent call last)
<ipython-input-2-2df2b5e3d716> in <module>
      8            'marital-status', 'occupation', 'relationship', 'race', 'gender',
      9            'capital-gain', 'capital-loss', 'hours-per-week', 'native-country',
---> 10            'income'])
     11 # For illustration purposes, we only select some of the columns
     12 data = data[['age', 'workclass', 'education', 'gender', 'hours-per-week',

~\Anaconda3\lib\site-packages\pandas\io\parsers.py in parser_f(filepath_or_buffer, sep, delimiter, header, names, index_col, usecols, squeeze, prefix, mangle_dupe_cols, dtype, engine, converters, true_values, false_values, skipinitialspace, skiprows, nrows, na_values, keep_default_na, na_filter, verbose, skip_blank_lines, parse_dates, infer_datetime_format, keep_date_col, date_parser, dayfirst, iterator, chunksize, compression, thousands, decimal, lineterminator, quotechar, quoting, escapechar, comment, encoding, dialect, tupleize_cols, error_bad_lines, warn_bad_lines, skipfooter, doublequote, delim_whitespace, low_memory, memory_map, float_precision)
    676                     skip_blank_lines=skip_blank_lines)
    677 
--> 678         return _read(filepath_or_buffer, kwds)
    679 
    680     parser_f.__name__ = name

~\Anaconda3\lib\site-packages\pandas\io\parsers.py in _read(filepath_or_buffer, kwds)
    438 
    439     # Create the parser.
--> 440     parser = TextFileReader(filepath_or_buffer, **kwds)
    441 
    442     if chunksize or iterator:

~\Anaconda3\lib\site-packages\pandas\io\parsers.py in __init__(self, f, engine, **kwds)
    785             self.options['has_index_names'] = kwds['has_index_names']
    786 
--> 787         self._make_engine(self.engine)
    788 
    789     def close(self):

~\Anaconda3\lib\site-packages\pandas\io\parsers.py in _make_engine(self, engine)
   1012     def _make_engine(self, engine='c'):
   1013         if engine == 'c':
-> 1014             self._engine = CParserWrapper(self.f, **self.options)
   1015         else:
   1016             if engine == 'python':

~\Anaconda3\lib\site-packages\pandas\io\parsers.py in __init__(self, src, **kwds)
   1706         kwds['usecols'] = self.usecols
   1707 
-> 1708         self._reader = parsers.TextReader(src, **kwds)
   1709 
   1710         passed_names = self.names is None

pandas\_libs\parsers.pyx in pandas._libs.parsers.TextReader.__cinit__()

pandas\_libs\parsers.pyx in pandas._libs.parsers.TextReader._setup_parser_source()

OSError: Initializing from file failed