[MRG] Multinomial Logistic Regression

- [x] Refactor code to let multinomial to be an option.
- [x] Test with further data, (e.g make blobs)
- [ ] Try speeding up

Benchmarks for the haxby dataset.

When X is dense and across 9 classes (972, 577) (removing most of the zero features)
![haxby_dense](https://cloud.githubusercontent.com/assets/1867024/3839745/f81b1b0e-1e14-11e4-8bc8-db76b0f37045.png)

When X is sparse and acroos 9 classes (972, 163839)
![haxby_sparse_complete](https://cloud.githubusercontent.com/assets/1867024/3839763/1d378332-1e15-11e4-9753-2833450f9d6e.png)





Idem