BUG lower space complexity of estimate_bandwidth to linear

Previously quadratic, see #2613.
BUG: typo fixes in sklearn.mixture.gmm
Merge pull request #2614 from zyv/patch-1

BUG: typo fixes in sklearn.mixture.gmm
MAINT: fix broken links to numfocus.org on donations page.
Merge pull request #2615 from rgommers/fix-numfocus-link

MAINT: fix broken links to numfocus.org on donations page.
fix: pass warm_start to BaseSGDRegressor
fix: make Regressor test case extend CommonTest (move two clf specifc tests to clf test case)
DOC be more explicit on mean-shift scalability

Fixes #2613.
Merge pull request #2617 from pprett/sgd-regressor-fix

[MRG] pass warm_start to BaseSGDRegressor
FIX: unintended assignment to ValueError
STY: tuple for Gael
ENH: refactor warnings 1
ENH: add assert_warn_message
ENH: revem tests_metrics.py
ENH: more of this
ENH: final fix: clear all regisitries
FIX: PPCA related warnings
ENH: context manager + decorator
FIX: doc example
ENH: address discussion
ENH: address discussion