Yesterday I fixed a couple of bugs in the setup of the windows CI and
re-enabled it for the master and 0.15.X branches and all incoming pull
requests to those branch.

https://ci.appveyor.com/project/ogrisel/scikit-learn/history

It's working well now. There is very few failures caused by the
AppVeyor platform itself.

Unfortunately each commit costs 4x15min (the Azure VM used by AppVeyor
is slower than the typical Travis CI worker) and redundant commits to
the same branch are not removed from the queue.

I plan to leave it configured like that to see if AppVeyor can catch
up with the commits when dev activity slows down. I also reported the
following issue:

http://help.appveyor.com/discussions/problems/586-cancel-queued-builds-for-old-commits-of-the-same-branch

Let me know if you find AppVeyor reports too annoying.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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