[MRG] FIX for exception thrown when y does not have all classes

This is a fix for #3581
mostly while we pass `class_weight=auto` the `classes` argument is the entire classes in y. such scenarios do not happen (as far as I have worked with LogReg), but just for the sake of completion and since the doc states, `Array with class_weight_vect[i] the weight for i-th class` , would it be wrong to expect that it returns the `class_weight` for the provided `classes` rather than just raise an Error?