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An sklearn-like python package for pegasos models

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Due to the absence of `atleast2d_or_csr` in newer scikit-learn versions, I added `check_array`. Compatibility to older versions through try-except fallback to the old name with user warning. [Pegasos Issue](https://github.com/ejlb/pegasos/issues/2) [Sklearn...

Hi Ejlb, I' d like to use your pegasos library but when I try to import pegasos in python I obtain an ImportError which is the following: Python 2.7.9 |Anaconda...

Hey. Did you compare with SGDClassifier? The results should be quite close to yours.

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