This seems to be a problem common to py2exe and pyinstaller with scipy 0.11.0 as discussed here.
The temporal solution given in that thread is to import the file manually:
adding the following codes into your program
def dependencies_for_myprogram(): from scipy.sparse.csgraph import _validation
Problem solved for both pyInstaller and py2exe
You can alternatively try including this file with ‘includes’. It should be enough for py2exe to get it.