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Are you sure that's the first error message? You write
f = scipy.interpolation.interp1d(x, y, kind='cubic')
but the module is "scipy.interpolate", so I don't think this line can be succeeding, and that would explain why f isn't defined afterwards.
FWIW, it works for me:
sage: reset()
sage: import scipy.interpolate
sage: x = [1,2,3,4]
sage: y = [4,5,6,7]
sage: f = scipy.interpolate.interp1d(x,y,kind='cubic')
sage: f(1.0), f(1.5), f(2.0)
(array(3.9999999999999996), array(4.4999999999999982), array(4.9999999999999991))
