MAINT: Remove BaseLibLinear for LogisticRegression
ENH: Improved verbosity and denesting
MAINT: Made the following changes
1. Use a single loop for both ovr and multinomial conditions
2. Better warning messages for penalty and loss conditions
3. Convergence warnings print only if verbose > 0
4. Used check_X_y instead of check_X
Merge pull request #3591 from MechCoder/refactor_logreg

[MRG] MAINT: Remove BaseLibLinear for LogisticRegression