FIX Implemented correct handling of multilabel y in cross_val_score
FIX Support unseen labels LabelBinarizer and test

This fix restores the default behavior of 0.14.1 for backward
compat.
Add sample_weight parameter to metrics.jaccard_similarity_score

 - Include this metric in sample_weight test in tests/test_common.py
DOC whats_new.rst: missing backported fixes for 0.15.1
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