1，要先安装Scipy模块，numpy模块，nose模块这三个模块。这几个直接pip install 安装就行。
2，直接用pip install pybrain安装，import pybrain的时候，报错如下：

Traceback (most recent call last):
  File "C:/Users/Marcus/PycharmProjects/ANN/ann.py", line 2, in <module>
    from pybrain.tools.shortcuts import buildNetwork
  File "C:\Python34\lib\site-packages\pybrain\__init__.py", line 1, in <module>
    from structure.__init__ import *
ImportError: No module named 'structure'

原因是因为pip默认安装的是pybrain的3.0版本，不是最新的。
解决：直接用pip install https://github.com/pybrain/pybrain/archive/0.3.3.zip命令安装。
参考：这里

3，按照步骤2做完之后，导入还是有如下报错：

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "D:\address\anaconda35\lib\site-packages\pybrain\__init__.py", line 1, in <module>
    from pybrain.structure.__init__ import *
  File "D:\address\anaconda35\lib\site-packages\pybrain\structure\__init__.py", line 2, in <module>
    from pybrain.structure.modules.__init__ import *
  File "D:\address\anaconda35\lib\site-packages\pybrain\structure\modules\__init__.py", line 2, in <module>
    from pybrain.structure.modules.gate import GateLayer, DoubleGateLayer, MultiplicationLayer, SwitchLayer
  File "D:\address\anaconda35\lib\site-packages\pybrain\structure\modules\gate.py", line 10, in <module>
    from pybrain.tools.functions import sigmoid, sigmoidPrime
  File "D:\address\anaconda35\lib\site-packages\pybrain\tools\functions.py", line 4, in <module>
    from scipy.linalg import inv, det, svd, logm, expm2
ImportError: cannot import name 'expm2'

解决办法：根据File "D:\address\anaconda35\lib\site-packages\pybrain\tools\functions.py", line 4, in <module>提示，找到functions.py的第四行，把expm2改为expm
参考：这里