If you are installing from a binary distribution, you should not try to build from the source. Just reinstall the binary packages for scikit-learn, and you should be able to import sklearn from your python shell.
Beware if you are using the Python installer from Canopy, you are probably better off using a canopy to install scikit-learn: https://www.enthought.com/products/canopy/package-index/ (although the current version available on the dome, a bit outdated: 0.11 instead of 0.13.1).
If you want to install scikit-learn for your own installation of Pythonn 2.7 from the Christoph Gohlke binary package repository, you must also install all the dependencies from the same repository (the scipy-stack meta-package should provide them all at once).
When in doubt, you can check which python you are working with:
>>> import sys; print(sys.executable)
to see the folder where python is installed. You can also specify the folders that python uses to search for packages:
>>> print(sys.path)
For scikit-learn or numpy you can do:
>>> import sklearn; print(sklearn.__version__); print(sklearn.__path__)
and
>>> import numpy; print(numpy.__version__); print(numpy.__path__)
Edit : now if you really want to build scikit-learn from the source (for example, to install the development branch from the github repository, you need to:
Change 2 typo fix: replace sys.__path__ with sys.executable .
source share