How to use the scikit-learn.sklearn.utils.check_X_y function in scikit-learn

def _fit(self, X, y, alpha, C, loss, learning_rate, coef_init=None,
             intercept_init=None, sample_weight=None):
        if hasattr(self, "classes_"):
            self.classes_ = None

        X, y = check_X_y(X, y, 'csr', dtype=np.float64, order="C")
        n_samples, n_features = X.shape

        # labels can be encoded as float, int, or string literals
        # np.unique sorts in asc order; largest class id is positive class
        classes = np.unique(y)

        if self.warm_start and self.coef_ is not None:
            if coef_init is None:
                coef_init = self.coef_
            if intercept_init is None:
                intercept_init = self.intercept_
        else:
            self.coef_ = None
            self.intercept_ = None

        if self.average > 0:

def _partial_fit(self, X, y, alpha, C, loss, learning_rate,
                     n_iter, sample_weight,
                     coef_init, intercept_init):
        X, y = check_X_y(X, y, "csr", copy=False, order='C', dtype=np.float64)
        y = astype(y, np.float64, copy=False)

        n_samples, n_features = X.shape

        self._validate_params()

        # Allocate datastructures from input arguments
        sample_weight = self._validate_sample_weight(sample_weight, n_samples)

        if self.coef_ is None:
            self._allocate_parameter_mem(1, n_features,
                                         coef_init, intercept_init)
        elif n_features != self.coef_.shape[-1]:
            raise ValueError("Number of features %d does not match previous "
                             "data %d." % (n_features, self.coef_.shape[-1]))
        if self.average > 0 and self.average_coef_ is None:

def _partial_fit(self, X, y, alpha, C,
                     loss, learning_rate, n_iter,
                     classes, sample_weight,
                     coef_init, intercept_init):
        X, y = check_X_y(X, y, 'csr', dtype=np.float64, order="C")

        n_samples, n_features = X.shape

        self._validate_params()
        _check_partial_fit_first_call(self, classes)

        n_classes = self.classes_.shape[0]

        # Allocate datastructures from input arguments
        self._expanded_class_weight = compute_class_weight(self.class_weight,
                                                           self.classes_, y)
        sample_weight = self._validate_sample_weight(sample_weight, n_samples)

        if self.coef_ is None or coef_init is not None:
            self._allocate_parameter_mem(n_classes, n_features,
                                         coef_init, intercept_init)