[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 While preparing an own PR for `median_absolute_error` I realized that I could easily add the multi-output feature to it by using the `_spatial_median` function. But this would mean that it could be no longer a private function but should be moved somewhere else. What do you think about this? Should I move it? If yes, then where to? This would also cause that this PR is dependent on the new PR.