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.
Merge pull request #3861 from ogrisel/fix-python-2.6-test

[MRG] FIX make assert_raises_regex backport for 2.6 consistent with 2.7+
ENH use specific warning class for RP