Most folks are aware of the epic sea voyages of the Polynesians in the Pacific, but did you know they also settled Madagascar? Linguistic, archaeological, and genetic evidence makes a pretty strong case here, as they speak a Proto-Malayo-Polynesian language and are traced through mitochondrial DNA to the Austronesian peoples.
It is hypothesized that there were colonies on India and the Horn of Africa that facilitated this trip, but there is no archaeological evidence to support that. Still, a voyage straight across the Indian Ocean would probably be too far at 6200 km (4000 mi).
Further reading: https://en.wikipedia.org/wiki/History_of_Madagascar#First_inhabitants_and_settlement_.28ca_500_BC_.E2.80.93_1500_AD.29and http://www.ncbi.nlm.nih.gov/pubmed/18080086