I am using python 2.7 in Ubuntu 14.04. I installed scikit-learn, numpy and matplotlib with these commands:
sudo apt-get install build-essential python-dev p
Make sure you have Anaconda installed and then create a virtualenv using conda. This will ensure all the imports work
Python 2.7.9 |Anaconda 2.2.0 (64-bit)| (default, Mar 9 2015, 16:20:48)
[GCC 4.4.7 20120313 (Red Hat 4.4.7-1)] on linux2
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>>> from sklearn.cross_validation import train_test_split