fix: add pyyaml dependencies to the required list. (#1134)

Author: nadiaya

setup.py

@@ -39,6 +39,7 @@ def read_version():
     "protobuf>=3.1",
     "scipy>=0.19.0",
     "protobuf3-to-dict>=0.1.5",
+    "PyYAML>=3.10, <5",  # required for session
     "requests>=2.20.0, <2.21",
 ]