fix: i might be undefined
FIX six issue with module imports

Fixes #3518, #3519.

Inspired by Johannes Schönberger's patch to scikit-image,
https://github.com/scikit-image/scikit-image/commit/71743d2d6ff3666c9530278dfd650c2435fa15d9
Max iter param in Liblinear is now softcoded
ENH: Return n_iter_ from liblinear and print convergence warnings
TST: Added test to check ConvergenceWarning
FIX #3485: class_weight='auto' on SGDClassifier