[MRG+1] Housekeeping Deprecations for v0.19 (#7927)

* remove stuff to be removed 0.19

* more changes

* remove classes from 0.19 whatsnew

* remove _LearntSelectorMixin

* remove ProjectedGradientNMF, load_lwf_*

* minor fixes

* remove more copy from logistic regression path

* remove lda, qda from __init__.__all__

* remove pg solver in nmf from tests etc

* remove class_weight="auto" from tests

* doctest change for decision_function_shape="ovr"

* remove transfrom from tree test, minor fixes to tree tests

* some fixes in the tests

* undo changes in functions which still allow 1d input...

* also allow 1d in scale

* more test fixes...

* last test fixes in forest and tree

* svm default value change doctest failures

* pep8

* remove more class_weight="auto" stuff

* minor cosmetics in docstrings deprecated / removed behavior.

* say that store_covariance has been moved to __init__ in discriminant_analysis