new scikit-learn release breaks tests

[StrikerRUS]

The new scikit-learn release 0.19.1 breaks our tests: https://ci.appveyor.com/project/guolinke/lightgbm/build/2.0.10.1064/job/fg7fvmf5v5shwbeq#L2151

At first sight from logs it seems to be that StratifiedKFold is the root of problems.

I have no free time today (tonight in my timezone), maybe @guolinke, @wxchan, @henry0312 can perform quickfix.

http://scikit-learn.org/stable/whats_new.html#version-0-19-1

[StrikerRUS]

The commit that brings this error: scikit-learn/scikit-learn@94fa697#diff-b127807ffe58ea714328428b780f0afb

[guolinke]

@StrikerRUS we need to change the target to int type in binary and multi classification ?

[StrikerRUS]

@guolinke I'm not sure, but it seems that in test_cv StratifiedKFold is used for the regression task (boston dataset).