sklearn-xarray compatability

There was a question over in https://github.com/pangeo-data/pangeo/issues/61#issuecomment-356113485 about how dask-ml works with [sklearn-xarray](https://phausamann.github.io/sklearn-xarray/)

When I first tried it out, things like `dask_ml.preprocessing.StandardScalar()` failed since we do `X.mean(0)`, instead of `X.mean(axis=0)`. I think I tried fixing that locally and a small example worked, though my memory is hazy.

I don't personally have much experience with xarray , but would certainly welcome PRs to make things work smoothly.

cc @phausamann , @gmaze