I have the same problem, despite installing gcc and mingw-gcc under CygWin, for scipy recommendations . But this may lead you to the following track:
setup-x86_64.exe -q -n -N -d -R 'C:\cygwin64' -s 'http://www.gtlib.gatech.edu/x86_64/release/' -l 'C:\Users\$USER\Downloads' -P git,wget,curl,python,gcc-core,mingw-gcc
In the end, I just had to mousily install all the Cygwin packages that appeared in the "gcc" search. I chose only those that belong to the "dev" category, not "debug" and pip install numpy (which compiles and bundles many C packages) worked fine. Here is my list of Cygwin packages .
I am in Windows 7 (when I cannot avoid it), but not Win 8.
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