FIX numerical stability issues on 32 bit platform

The gini index and the mean square error (variance) might differ due
to numerical instability. Since those instabilities mainly occurs at
high tree depth, we restrict the maximal depth.
MAINT lazily import scipy.cluster

Prevents PIL from being dragged along. Fixes #2961.
ENH micro-optimize a few tests
ENH micro-optimize fast MCD

Tests run 10-20% faster, which is what I was aiming for (it takes
almost 5s on my box).
FIX random_state validation on c_step

Got lost in e6003bc89. Also input validation on X.