ENH add return_path in orthogonal matching pursuit

DOC Clarify docstrings
TEST for omp path feature
ENH OrthogonalMatchingPursuitCV estimator

FIX: work with max_iter=1, though it does not make sense

DOC add OrthogonalMatchingPursuitCV docstrings
DOC : docstring fixes
DOC : more docstring fixes
use pre_fit in OMP
API : deprecate a lot of extra parameters in OMP object
API : deprecations in orthogonal_mp
ENH : update example of OMP
FIX respect conventions in OMP init
update what's new + classes.rst