[ENH] Fix error messages in BaseClassifier

[TonyBagnall]

size mismatch error messages were incorrect

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ]. I would have added the following labels to this PR based on the changes made: [ $\color{#BCAE15}{\textsf{classification}}$ ], however some package labels are already present.

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[MatthewMiddlehurst]

will conflict with #1865