[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
Please report the actual value of `n_iter` in the error message and mention the name of the algorithm (e.g. "spatial median for TheilSen regressor" to make it easier for the user to catch which algorithm has not converged when fitting ensembles of models or meta estimators with nested optimization loops).