The following fix works for me. In a Ubuntu 16.04 (Xenial Xerus) terminal, type:
$ pip3 install pylint
$ sudo apt install python3-pip
If your Python 3 is installed in the /usr/bin/python3.6 folder, run the following command, and it should work fine. Last, make sure your Visual Studio Code is running the Python 3 interpreter, not Python 2.7 which is default in Ubuntu.
$ /usr/bin/python3.6 -m pip install -U pylint