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:
Let us acknowledge that
1. we already release breaking changes, but usually with our 2 release deprecation cycle; and
2. there are major improvements that cannot reasonably be deprecated, like SLEP006.

Ideally, the SLEP would have discussed that, but it popped up later during implementation - which is fine.

I think that we explicitly need to decide the following:
Do we want to make SLEP006 compatibility (of 3rd party objects) optional or mandatory?

My opinion is clearly mandatory.

The available options then depend on the answer. Out of my head they are:
1. Do a breaking change without deprecation. Therefore call it v2.0
2. Make a new lightweight package for `BaseEstimator`, v1 as is, v2 with SLEP006.
3. Opt-in option (via global config?) to choose within scikit-learn if SLEP006 is enabled
4. Please add your additional option

Assuming the above summary has no major flaw or missing pieces, I am leaning towards 1 and maybe 2.

Labels: RFC, Breaking Change