FIX PLSRegression again supports 1d target

Fixes plot_compare_cross_decomposition example
Fix RFE n_features minimum value #3812
Fix RFE n_features minimum value #3812 and make it simpler.
If step is explicitly zero or negative, raise a ValueError exception.
MAINT enable verbose output to track random failure on appveyor

Also clean up spurious comment.
ENH Release gil in feature importance
ENH use threading backend for features importance parallelisation
FIX explicit initialization of normalizer
Don’t embed hyperlinks during latex file generation.

Should fix #3830
Merge pull request #3900 from dimazest/latexpdf

[MRG+1] Don’t embed hyperlinks during latex file generation.
Minor doc enhancement: documented setup develop.
Fix example in plot_pca_3d.py (color array had wrong size)
Added link to the setuptools doc and a note on the need to rebuild every time a
compiled extension is modified
Merge pull request #3578 from jnothman/pls-validation

[MRG] PLSRegression again supports 1d target
Merge pull request #3905 from jlopezpena/fix-example-plot_pca_3d

[MRG+1] Fix example in plot_pca_3d.py (color array had wrong size)
FIX handle selection in feature names for example
DOC Fix broken class references
Check if targets is a numpy array and convert it into one if it isn't
Merge pull request #3902 from JeanKossaifi/doc_enhancement

Minor doc enhancement: documented setup develop.
reverted css to current stable, fixes the display bug