FIX PLSRegression again supports 1d target

Fixes plot_compare_cross_decomposition example
ENH Release gil in feature importance
ENH use threading backend for features importance parallelisation
FIX explicit initialization of normalizer
Don’t embed hyperlinks during latex file generation.

Should fix #3830
Minor doc enhancement: documented setup develop.
Fix example in plot_pca_3d.py (color array had wrong size)
Added link to the setuptools doc and a note on the need to rebuild every time a
compiled extension is modified
FIX handle selection in feature names for example
DOC Fix broken class references
Check if targets is a numpy array and convert it into one if it isn't
reverted css to current stable, fixes the display bug
DOC "RF" -> "Random forest" in text classif example
Merge branch 'master' of https://github.com/jlopezpena/scikit-learn