[MRG] FIX corner cases with `unique_labels`

Bugs were discovered in `unique_labels` in #1985:
  - Mix of multilabel and multiclass format doesn't raise any errors 
  - Mix of input data type 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 .~~

Remaining bugs that won't be treated in this pr: 
- mix of multioutput multiclass format and multiclass / multilabel format
- mix of unknown / continuous / continuous multi-output format and multiclass / multilabel format