title: sklearn GMM raises "ValueError: setting an array element with a sequence." on sparse matrix
body: <p>I am attempting to cluster a set of data points that are represented as a sparse scipy matrix, X. That is,</p>
  
  <pre><code>&gt;&gt;&gt; print type(X)
      &lt;class 'scipy.sparse.csr.csr_matrix'&gt;
  &gt;&gt;&gt; print X.shape
      (57, 1038)
  &gt;&gt;&gt; print X[0]
    (0, 223)  0.471313296962
    (0, 420)  0.621222153695
    (0, 1030) 0.442688836467
    (0, 124)  0.442688836467
  </code></pre>
  
  <p>When I feed this matrix into an sklearn.mixture.GMM model, however, it raises the following ValueError:  </p>
  
  <pre><code> File "/Library/Python/2.7/site-packages/sklearn/mixture/gmm.py", line 423, in fit
        X = np.asarray(X, dtype=np.float)
   File "/System/Library/Frameworks/Python.framework/Versions/2.7/Extras/lib/python/numpy/core/numeric.py", line 235, in asarray
       return array(a, dtype, copy=False, order=order)
   ValueError: setting an array element with a sequence.
  </code></pre>
  
  <p>However, I have been able to make the sklearn.cluster.KMeans model work perfectly on the same sparse matrix X.</p>
  
  <p>Some other hopefully useful info:
  scipy version = 0.11.0, sklearn version = 0.14.1</p>
  
  <p>Any ideas on what is going wrong? Thanks in advance!</p>