In the files vol.py and sivm_search.py, in the folder ~\AppData\Local\Continuum\anaconda3\envs\neural_net\lib\site-packages\msaf\pymf\ (using Anaconda to handle the MSAF distribution), I had to change:
from scipy.misc import factorial
into:  
try:
    from scipy.misc import factorial
except:
    from scipy.special import factorial