Try changing the setup...

setup.py

@@ -2,7 +2,8 @@
 # -*- coding: utf-8 -*-
 
 import os
-from numpy.distutils.core import Extension, setup
+#from numpy.distutils.core import Extension, setup
+from setuptools import setup
 #from sphinx.setup_command import BuildDoc
 
 # Version number
@@ -27,6 +28,9 @@ setup(name = 'GPy',
       #ext_modules =  [Extension(name = 'GPy.kern.lfmUpsilonf2py',
       #          sources = ['GPy/kern/src/lfmUpsilonf2py.f90'])],
       install_requires=['sympy', 'numpy>=1.6', 'scipy>=0.9','matplotlib>=1.1'],
+      extras_require = {
+        'docs':['Sphinx'],
+      },
       #setup_requires=['sphinx'],
       #cmdclass = {'build_sphinx': BuildDoc},
       classifiers=[