@agramfort Is it cleaner/ better to replace L557 - 572 by

        X, y = check_arrays(X, y)
        lb = LabelBinarizer(neg_label=-1, pos_label=1)
        y = lb.fit_transform(y)
        if len(self.classes_) != 2:
            raise ValueError("LogisticRegressionCV works only on 2 "
                             "class problems. Please use "
                             "OneVsOneClassifier or OneVsRestClassifier")
        y = np.ravel(y)