Update cross_validation.rst

Minor typo fixes.
Update feature_selection.rst

Fix inconsistency in name of classifier and link to classifier.
Merge pull request #2546 from StevenMaude/patch-1

Update feature_selection.rst; minor doc fix
FIX: unintended assignment to ValueError
ENH: use stable blas getter API
STY: tuple for Gael
ENH: refactor warnings 1
ENH: add assert_warn_message