BTW it might make sense to keep `SingleLinkageClustering` as a special case as:

- the MST algorithm can benefit from extracting the nearest neighbors
graph only using the ball tree as done in Andreas implementation:
https://github.com/amueller/information-theoretic-mst/blob/master/itm.py#L76
and this example by Jake:
http://www.astroml.org/paper_figures/CIDU2012/fig_great_wall_MST.html
: being able to do so might impose some restrictions on the list of
metrics we want to support for this class.

- the AgglomerativeClustering implementation supports connectivity
constraints which might not be easily implementable when the MST is
built on top of nearest neighbors graph that is itself implemented on
top of a KD-tree or Ball Tree.

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