[MRG] DOC: Explain difference between Logistic Regression and Liblinear when df is zero.

Fixes https://github.com/scikit-learn/scikit-learn/issues/3600

I'm not sure that this is the right thing to do but it is best to do what liblinear does.
Because the `topic` doesn't involve a headline, you need to explicitly provide a link anchor text here, i.e.
```
See :ref:`differences from liblinear <liblinear_differences>`
```