Hi everybody.
I just started a PR on common testing and would really like your feedback:
https://github.com/scikit-learn/scikit-learn/pull/893

The idea is to get all estimators in sklearn and do some testing based 
on the mixins.
This is still in a very early stage and there are some problems which 
I'd like to discuss:

- Not all Estimator classes were default-constructable. I changed that, 
for example in
     the SparsePCA. I'm not sure whether defaults are sensible but it 
makes testing
     much easier and it might also help users (maybe?).

- Some classes are "base classes" that should not be instantiated (like 
BaseLibSVM).
     But these classes are not really marked as such. Some classes are 
abstract base
     classes, but not all of them. For example BaseLibSVM has no 
abstract method.
     For these, I made "__init__" an abstract method. This also prevents 
users from
     instantiating them by accident. Do you think this is a good idea?

- Some classes are meta estimators, like one-vs-rest, grid search, 
pipeline, ensemble.
     These take a base estimator class as required argument. I think 
having a separate
     mixin for these meta estimators would be a good idea.

As I said, any feedback would be very welcome!

Cheers,
Andy

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