I saw that numpy can be used from IronPython :
https://www.enthought.com/repo/.iron/
Is it possible to install and import scikit in IronPython? Im trying to
IronPython is certainly not supported by scikit-learn, and I doubt that it'll work without significant effort. The NumPy and SciPy for IronPython document describes the porting effort required for SciPy, and this has certainly not been done for scikit-learn, which too depends heavily on Cython-generated C code (unless someone did the porting effort but didn't advertise it on the scikit-learn mailing list).
As @larsmans said sklearn need recent numpy and scipy and embeds a bunch of compiled C extensions (wrappers for C++ libs such as libsvm / liblinear and cython generated C extensions). Hence I seriously doubt that it can ever run directly from the IronPython interpreter VM.
Your best bet is probably to try to bridge the .NET VM and a CPython interpreter running scikit-learn using something as github.com/pythonnet or even to expose on the two as an zmq, HTTP / JSON or msgpack or protobuf or avro webservice.