There is a prebuild package for windows. See section downloads in the project’s web page.
Download the package from http://sourceforge.net/projects/scikit-learn/files , unpack the sources and cd into archive.
This packages uses distutils, which is the default way of installing python modules. The install command is:
python setup.py install
If you have installed the boost libraries in a non-standard location you might need to pass the appropriate –include argument so that it find the correct headers. For example, if your headers reside in /opt/local/include, (which is the case if you have installed them through Mac Ports), you must issue the commands:
python setup.py build_ext --include=/opt/local/include
python setup.py install
See section Development no how to get the development version.