[MRG+1] adding example for memory wrapper for load_svm_light

The doc string recommends caching the call to load_svm_light using joblib so I thought it would be good to have an example for this. 
That works too, and is certainly more elegant. I can change this but currently this also demonstrates how to get X and y from load_svmlight_file. Do you think it would be better to make the change?