MRG Fix changing params test

There was a stupid bug in the test for checking that estimators don't change their ``__init__`` params: it was only done for classifiers and clustering algos.
This is a fix for regressors and transformers. I left out ``GaussianProcessRegressor`` since I couldn't figure out what was happening there (``corr`` seemed to be a string, then a callable, then a number).

These fixes are needed to make #1669 work. Any ideas what I should put into whatsnew?