This runtime error pop up while installing Python module dataset with pip in a virtual environment on a Linux VM running Ubuntu 18.04.1 LTS.
The dataset Python module requires several dependencies, pyicu being one of them.
As mentioned on the PyICU Github project webpage, this is a Python extension wrapping the ICU C++ libraries.
Using the apt-file tool, icu-config is provided by the libicu-dev Ubuntu package.
After installing it with the package manager, dataset Python module is now properly installed.