[WIP] Multinomial Logistic Regression

Continuation of the work by @larsmans
https://github.com/scikit-learn/scikit-learn/pull/2814
I was just asking if the total loss was

1.  C * (entire loss) + penalty term (without the intercept)  OR
2.  C* (loss without the intercept) + (loss due to intercept) + penalty term (without the intercept)

I was thinking it was 1, since the loss is

     -C * (sample_weight * Y * p)

and p includes the intercept here.
If it were 1 when I do a derivative wrt intercept, the C would remain right? Sorry if my questions are dumb.