In this context 'killed' means that the program was 'canceled' or 'stopped' by your system. It does not tell you the reason, but it's often because it used too much memory/RAM on your system or the system was being modified or restarted.
This is not an uncommon issue, and most likely indicates (as @colinbrislawn mentioned above) that you've run out of space on your machine while this command was being executed.
Here's a related thread where @cherman2 provides some helpful suggestions for dealing with this (depending on if you have access to a more powerful machine, etc). You can also do a forum search for 'classify-sklearn killed' and you'll see a lot of similar threads regarding this same issue - take a look, and let us know if you're still unsure of how to proceed.