With #29699 we start by having two groups of tests:

• API: the PR introduces a very basic start for this category from existing tests, but the idea is to add more here, and to properly document them in the developer guide as we go later on. This category is always ON and cannot be disabled.
• legacy: all other tests. The idea is to move those tests into their own dedicated categories and to eventually have nothing left in legacy.

Some other categories which seem reasonable to have:

• sample weight related tests
• array API
• pandas / polars / dataframe compat
• statistical / performance tests
• missing values