[MRG] ENH: Allow connectivity to be a callable in AgglomerativeClutering et.al

Fixes https://github.com/scikit-learn/scikit-learn/issues/3851 (It was marked easy, but I went ahead and fixed it)

The current AgglomerativeClustering conditions connectivity on the input data, which is prevents the reuse of the model for different data (if connectivity is provided initially) and definitely not in a pipeline where the input data is modified (as pointed by @jnothman ).

This fixes it by allowing it to be an int or a callable. If an int, then the kneighbors_graph is used.
Should we support `list of lists` or callables that return lists of lists? In that case this should be `np.asarray`. since the lil conversion would be expensive (there would be a really expensive conversion to CSR and then back to LIL in _fix_connectivity, when one does CSR + CSR.T)