[MRG] FIX update sklearn.__all__ to include all end-user submodules

`sklearn.__all__` appears to have been populated with something like the following in mind:
```python
from sklearn import *
iris = datasets.load_iris()
clf = linear_model.LogisticRegression().fit(iris.data, iris.target)
```

This PR fixes #3615 which notes that __all__ is not up-to-date. This PR adds a test to ensure that the list is maintained, while making exceptions explicit. `test_import_all_consistency` is extended to ensure that the entire contents of `sklearn.__all__` is (not only complete but) valid.