I think the `output_type` option of `inverse_transform` could take on the following values:
- auto: used format inferred from fit or multiclass if unknown
- multiclass: vectors of ints (argmax of the decision_function)
- multilabel-list: list of lists
- multilabel-indicator: indicator matrix

(`threshold` makes really more sense as parameter to `inverse_transform` since it can be used to compute a precision-recall curve. )