[MRG] FIX corner cases with `unique_labels`

Bugs were discovered in `unique_labels` in #1985:
  - Mix of multilabel / multiclass format doesn't raise any errors 
  - Mix of input data doesn't raise any error (e.g. [1, 2] and ["a"])
  - Mix of indicator matrix with different number of labels doesn't raise
   any error.

In my opinion, the implementation could be greatly simplify and improve using `type_of_target` in  #1985 (see https://gist.github.com/arjoly/5665632).

However this pr is not merged yet .