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

This is a fix for #3581
I suppose what we could do is strip out values in ```y``` that don't occur within ```classes```. In your example above though, that would result in the weights ```array([ 1, 1])``` does that sound correct?

It should also be noted that a result of n chunks of ```partial_fit``` with ```class_weight=auto``` will not yield the same results as a full ```fit```. That is, unless the entire ```y``` is passed in first