Improve coverage

[mathurinm]

An issue to summarize tests to add now that codecov works again:

Criterion:

• HeldOutSmoothedHinge is not tested (easy)
• CrossVal.get_val_grad() is not tested
• LogisticMulticlass.get_val()is not tested (but itsget_val_grad` is, I am surprised)

Algos:

• Backward is not tested
• Forward coverage can be increased by passing save_iterates=True, return_all=True

Optimizers:

• GridSearch is not tested with 2 parameters

Models :

• SVM._update_beta_jac_bcd_sparse , _update_only_jac_sparse and use_estimator