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scikit-learn packages are available in recent distributions of Debian and Ubuntu, but these aren't always up to date. Here is a quick and dirty way to make a scikit-learn .deb package from source.
Now, you'll find a directory deb_dist under the toplevel dir, which contains a file python-scikit-learn_0.10-1_amd64.deb (or similar). There's your .deb, ready for installation with a command like sudo dpkg- i.