[MRG+1] TheilSen robust linear regression

A multiple linear Theil-Sen regression for the Scikit-Learn toolbox. The implementation is based on the algorithm from the paper "Theil-Sen Estimators in a Multiple Linear Regression Model" of Xin Dang, Hanxiang Peng, Xueqin Wang and Heping Zhang. It is parallelized with the help of joblib.
On a personal note, I think that the popular Theil-Sen regression would be a nice addition to Scikit-Learn.
I am looking forward to your feedback. 

Florian
@arjoly No, it doesn't need to, it's just a speedup but I would be happy to drop it for consistency reasons. @ogrisel made the suggestion to have an extra case (see above), this was his note:

> Is this a generalization of the median? Does it always return the median on 1D data? If so   would it be computationally more efficient to special case the 1D case to return np.median(X.ravel()) when n_features == 1?