RFC: Breaking Changes for Version 2

A while ago we talked about the possibility of a version 2 with breaking changes. Specifically, this came up in the context of SLEP006: metadata routing, but there are other things we have wanted to break which we can do all in a single release. In this issue we can talk about the possibility of such a release, and maybe a few things we'd like to include in it.

I'll try to summarize the challenges of keeping backward compatibility (BC) in the context of SLEP006:

- `MetaEstimator(Estimator()).fit(X, y, sample_weight)` will raise according to SLEP006 since `sample_weight` is not requested by any object. For backward compatibility, during the transition period, it'll only warn and assume `sample_weight` is requested by `Estimator()`.
- What should the behavior of `GridSearchCV(Estimator(), scorer=scorer).fit(X, y, sample_weight)` be during the transition period? If we keep backward compatibility, it should warn (whatever the warning be), route `sample_weight` to `Estimator`, but not to the `scorer`. And that's only the case because we're keeping BC. From the user's perspective, it's very weird.
- `Pipeline` ATM in certain methods like `fit`, `fit_transform`, `predict`, routes `*_params` to the `fit/etc` of the last estimator only. And `decision_function` and `transform`, `score_samples` have no routing at all. Keeping this BC, proves to be challenging, and a bit nasty. ref: #24270
- In quite a few meta-estimators, we check if the sub-estimator has `sample_weight` in the signature of `fit`, and we pass the given sample weight to it if that's the case, and not if that's not the case. With routing, we would have a much better idea of when to pass sample weight and when not, but if we're keeping BC, it's really challenging to see if we should forward sample weights or not. Both AdaBoost (#24026) and Bagging (#24250) have been very challenging, to the point that we might end up having to check if a sub-estimator is a meta-estimator itself or not, and check signature of sub-estimator's `fit`, and check the given routing info to keep BC.

I'm pretty sure there are other issues we haven't foreseen, and they'll come up as we work on this project. We thought it'd be easy once we get to this point, but BC has proven to make it very tricky and has stalled the progress.

All of the above is adding substantial complexity which is probably error prone, and buggy. We have had to spend quite a bit of time every time we go back to review those bits to understand why we've done what we've done. Even as a temporary solution they're not very maintainable.

My proposal here is to have a version 2 which is not BC with previous releases in certain ways, and target a few breaking changes for it. We can aim to have the release in October 2023 or April/May 2024 as the version 2.

cc @scikit-learn/core-devs

COMMENT:
Regarding the discussions around this issue, there are in different categories:

- what do we think of the syntax (also raised by @betatim )
	- These issues were discussed in detail during the development of the SLEP. I'm happy to build on top of those discussions, but I don't think it's fruitful for us to go back to the basics and discuss weather we want this feature or not, or if we want to change the overall syntax. A reasonable path forward would be to discuss pain points of the syntax, and find convenient methods/context managers/ways to make things easier for some usual usecases. An example is to make a `Pipeline` pass `sample_weight` around easier, which we can achieve with a context manager for instance.

- what the implications are for third party libraries (raised by @thomasjpfan and @glemaitre )
	- This is something which we've figured during the implementation of the SLEP, and at this point it seems some libraries would have to do a breaking change release to support sklearn>=2.0. We still would like to make it as easy as we can for those libraries to migrate, and for that we do two things:
		- whenever they get an error, they should have very clear ways to follow and fix their library. Basically, good documentation. Luckily through different re-implementations we've gotten to the point where implementing this is actually easy with very few lines of code.
		- proactively try and fix issues with widely used libraries to make most users' lives easier.

Does this sound like a good summary of people's worries and concerns?

Labels: RFC, Breaking Change