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Partially resolves #10873

@jnothman
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Would you be able to provide a test that shows this works?

@melnikovsky
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An example is attached, but a good test would verify if (integer) sample weight has the same effect as making duplicate samples
plot_weighted_samples.py.txt

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@amueller
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also see #15015

@glemaitre
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@melnikovsky could you implement a short regression case just for the configuration supported.
A note in the what's new would be required as well.

@adrinjalali adrinjalali added the Superseded PR has been replace by a newer PR label Oct 2, 2019
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LinearSVC ignores sample weights
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