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Integration testing for downstream dependencies #15992

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@ogrisel

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@ogrisel
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We need a new Continuous Integration configuration to launch the tests of some popular downstream projects.

Candidate projects:

  • xgboost and or lightgbm as very popular third party libraries
  • skorch
  • imbalanced-learn not necessarily as popular as others but with high use of sklearn's API
  • autosklearn?
  • any other suggestion?

Those test would not be run in PRs unless we use a specific tag in the commit message for instance. This test setup would be run by maintainers in the release branches.

We do something similar in the cloudpickle project with the [ci downstream] commit tag:

https://github.com/cloudpipe/cloudpickle/blob/master/.travis.yml#L37-L70

For scikit-learn this would probably need a bit more scripting as the build is more complex than for a pure python project such as cloudpickle but the general idea would be the same.

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