[MRG] FIX make assert_raises_regex backport for 2.6 consistent with 2.7+

Use regex.search instead of regex.match.

Furthermore, silence the deprecation warning from Python 3.4 as
`assert_raises_regexp` is now deprecated in favor of the shorter name:
`assert_raises_regex`.

I don't want to change all occurrences of `assert_raises_regexp` in this PR. Let's do that later (if ever as this is not a big deal).