FIX finish deprecation of indices in CV

* default None value so explicit True/False can be detected
* remove doc for deprecated indices parameter
* indices property with DeprecationWarning

Fixes #2436.
Partially revert "MAINT remove deprecated code from CD"

This reverts commit 680234d3687c22023d99a439ee832d9d33136c9d.

The dictionary learning code seems to rely on coef_init (even
though CD docstrings say it's a no-op). I leave it to @vene and
@agramfort to sort this out further.
MAINT get rid of decision_function in linear regression

This method only existed to support an undocumented feature in
sklearn.multiclass. Fixes #1404.
ENH sparsify and densify methods for CD models