I had the same trouble today, after trying many things the one that worked me was setting some environment variables before installing with pip resolved the issue for me:
export CFLAGS=-Qunused-arguments
export CPPFLAGS=-Qunused-arguments
And then install with sudo:
sudo -E pip install -U scikit-learn
it's seems to be a problem with xcode update (5.1.1 for me), it does not accept '-mno-fused-madd' as an argument, before it threw it a warning, know is an error, the first two commands ignore the unused arguments witch are the same that throw the error.
Hope it helps, any comments/corrections are welcome.