I can reproduce the failure on my machine (as is failing on jenkins).

"""
======================================================================
FAIL: Doctest: sgd.rst
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/usr/lib/python2.7/doctest.py", line 2166, in runTest
    raise self.failureException(self.format_failure(new.getvalue()))
AssertionError: Failed doctest test for sgd.rst
  File "/home/ogrisel/coding/scikit-learn/doc/modules/sgd.rst", line 0

----------------------------------------------------------------------
File "/home/ogrisel/coding/scikit-learn/doc/modules/sgd.rst", line 83,
in sgd.rst
Failed example:
    clf.intercept_                                    # doctest: +ELLIPSIS
Expected:
    array(-9.990...)
Got:
    array([-9.99002993])

>>  raise self.failureException(self.format_failure(<StringIO.StringIO instance 
>> at 0x4f84cb0>.getvalue()))
"""

Are you sure that you ran the doctests on the doc? You can relaunch
them explicitly with "make test-doc" from the top level folder or even
more directly:

$ nosetests -s --with-doctest --doctest-tests --doctest-extension=rst \
        --doctest-fixtures=_fixture doc/ doc/modules/

It sounds weird that numpy would just change the shape handling from
one version to another. BTW:

$ python -c "import numpy, scipy; print numpy.__version__, scipy.__version__"
1.5.1 0.9.0

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