[MRG] FIX for exception thrown when y does not have all classes

This is a fix for #3581
Pardon my ignorance, but why is this? If we give the `class` argument such that a class in `y` is not present in `classes`, it should give the corresponding class weights.
For eg.

    y = np.array([1, 2, 2, 3])
    classes = np.array([1, 3])
    compute_class_weight("auto", classes, y)
    array([ 1.2,  1.2])

In this branch, it just raises an error.