My installation with pip fails because CBLAS is not present, even though ATLAS is present and the scipy pip installation worked.

The error is:

error: Command "g++ -pthread -shared build/temp.linux-x86_64-3.5/sklearn/svm/liblinear.o build/temp.linux-x86_64-3.5/sklearn/svm/src/liblinear/linear.o build/temp.linux-x86_64-3.5/sklearn/svm/src/liblinear/tron.o -L/usr/lib64/atlas -Lbuild/temp.linux-x86_64-3.5 -lcblas -lm -o build/lib.linux-x86_64-3.5/sklearn/svm/liblinear.cpython-35m-x86_64-linux-gnu.so" failed with exit status 1
/usr/bin/ld: cannot find -lcblas
collect2: error: ld returned 1 exit status

When checking the get_info, I see:

get_info('blas_opt', 0)
/local/workspace/master-thesis-2015/flickr-crawl/env/lib/python3.5/site-packages/numpy/distutils/system_info.py:635: UserWarning: Specified path is invalid.
warnings.warn('Specified path %s is invalid.' % d)
{'language': 'c', 'library_dirs': ['/usr/lib64/atlas'], 'define_macros': [('HAVE_CBLAS', None), ('NO_ATLAS_INFO', -1)], 'include_dirs': ['/usr/include'], 'libraries': ['tatlas']}

Which indicates that NO_ATLAS_INFO is -1 so scikit-learn doesn't add its own CBLAS implementation but HAVE_CBLAS, None is indicating that it should.

Changing line 64 in sklearn/setup.py to

    if (not blas_info) or (
            ('NO_ATLAS_INFO', 1) in blas_info.get('define_macros', [])) or (
            ('HAVE_CBLAS', None) in blas_info.get('define_macros', [])):

fixes the problem. HAVE_CBLAS was only added in the latest numpy 1.10.1.