[MRG] Support unseen labels LabelBinarizer and test (Backward compatibility)

Patches the updates to LabelBinarizer for sparse support which broke the case the case with unseen labels. For issue #3462
this iteration can be expensive for large number of samples and large number of classes and furthermore is redundant with the one at line 505. I wonder if it would be worth extracting:

```
classes_set = set(classes)
```

first and the if use that set for the `if e in classes_set` test.

- `y_seen` and `y_seen_ind` could be created in a single for loop over `enumerate(y)`