Check if k >= num_classes

[donglihe-hub]

What does this PR do?

Check if k >= num_classes (align with the behavior in nn)

This behavior is not exactly correct. For multilabel datasets, we should allow k == num_class.

Test CLI & API (bash tests/autotest.sh)

Test APIs used by main.py.

• [ ] Test Pass
  • (Copy and paste the last outputted line here.)
• [ ] Not Applicable (i.e., the PR does not include API changes.)

Check API Document

If any new APIs are added, please check if the description of the APIs is added to API document.

• [ ] API document is updated (linear, nn)
• [ ] Not Applicable (i.e., the PR does not include API changes.)

Test quickstart & API (bash tests/docs/test_changed_document.sh)

If any APIs in quickstarts or tutorials are modified, please run this test to check if the current examples can run correctly after the modified APIs are released.