[MRG] Sparse One vs. Rest

This is a PR for the other parts in PR #2458 concerning sparse output support for the ovr classier. This branch was made off of the sprs-lbl-bin branch from PR #3203 and will be rebased to remove all the sparse label binarizer additions from the diff once the pull request is merged.
I don't think this is the correct criterion. For most multiclass problems, `sparse_output` is going to be a more accommodating memory representation (even if there is going to be O(n_classes) greater expense in extracting each row).

I think `sparse_output=True` is a reasonable starting heuristic.