My personal documentation of how to install scikit-learn on RHEL 6.
sudo yum update -y && yum install -y python-devel.x86_64 python-matplotlib.x86_64 gcc-c++.x86_64
sudo easy_install pip
sudo pip install numpy
sudo yum install gcc-gfortran
sudo -s
cd /usr/src
wget http://www.netlib.org/blas/blas.tgz
tar xzf blas.tgz
mv BLAS-3.5.0 BLAS
cd BLAS
gfortran -O3 -std=legacy -m64 -fno-second-underscore -fPIC -c *.f
ar r libfblas.a *.o
ranlib libfblas.a
rm -rf *.o
export BLAS=/usr/src/BLAS/libfblas.a
source ~/.bash_profile
cd /usr/src
wget http://www.netlib.org/lapack/lapack-3.5.0.tgz
tar xzvf lapack-3.5.0.tgz
cd lapack-3.5.0
cp INSTALL/make.inc.gfortran make.inc
Edit make.inc and change OPTS & NOOPT
FORTRAN = gfortran
OPTS = -O2 -frecursive -fPIC -m64
DRVOPTS = $(OPTS)
NOOPT = -O0 -frecursive -fPIC -m64
LOADER = gfortran
make lapacklib
make clean
export LAPACK="/usr/src/lapack-3.5.0" may need to do this instead /liblapack.a
sudo pip install scipy
sudo pip install scikit-learn