Run some basic checks on L.

def _check_L(self, L):
        """Run some basic checks on L."""
        # TODO: Take this out?
        if issparse(L):
            L = L.todense()

        # Check for correct values, e.g. warning if in {-1,0,1}
        if np.any(L < 0):
            raise ValueError("L must have values in {0,1,...,k}.")