[MRG+1] deprecate sequences of sequences multilabel support

Towards #2270
* add warnings: most uses of the deprecated format are through `type_of_target`. Its helper, `is_sequence_of_sequences` triggers the warning. A further warning applies to `make_multilabel_classification`.
* provide alternative binarizer, `sklearn.preprocessing.MultiLabelBinarizer`
* fix documentation

This will require a bit of updating once the alternative sparse matrix support in is incorporated from #2458 and https://github.com/jnothman/scikit-learn/tree/sparse_multi_metrics ... or vice-versa.