FIX setting k in KMeans and MiniBatchKMeans was silently ignored. Left over in 07c56d7cd2ddfe71e7a4399d74fc367d6000d854 Damn, that was nasty :-/
FIX Moved copying of labels in LeaveOneLabelOut and LeavePLabelOut to __init__.
TST Added test that checks if LeaveOneLabelOut and LeavePLabelOut work normally if the labels variable is changed before calling __iter__.
DOC Fixed doc test to work with the fixed versions of LeaveOneLabelOut and LeavePLabelOut.
pep8
BUG Add lambda_ attribute to ARDRegression after fit
ENH reduce size of files produced by dump_svmlight_file
ENH: moved export_graphviz to sklearn/tree/export.py
ENH: add max_depth to export_graphviz
ENH: output criterion name instead of "error" in export_graphviz
ENH speed improvements in HMM
DOC distributions produced by hashing trick depend on input

Not guaranteed to be multinomials or Gaussians, AFAICT.
ENH Release GIL when entering LibSVM/Liblinear code

Also fixed some of the exception messages.
ENH actually use scikit-learn's PCA class in plot_pca_3d.py

U is not necessarily the same as V.T. Since it's not needed, I removed it.
DOC Add labels and some explanation to confusion matrix example