ENH: ElasticNetCV and LassoCV raise ValueError with multitarget outputs
DOC: multiclass: make the warning more prominent

Too many newbies are asking questions involving a
OneVsRestClassifier(LinearSVC()) or similar construct
on the various forums.
DOC improve feature selection docs
COSMIT remove useless "if False" in kernel approximations

Callable case handled by pairwise_kernels.