[MRG+1] Fix FeatureAgglomeration docs

The docs are not displayed properly here, http://scikit-learn.org/stable/modules/generated/sklearn.cluster.FeatureAgglomeration.html (I keep running into these)
Hmm. I think `NotImplementedError` seems neater. Do you want me to raise a more meaningful error as to, why this raises an error, if you find that to be better?