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Fix deprecation warnings in tests #5089

@amueller

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@amueller

There are way too many warnings in the test suite, see https://travis-ci.org/scikit-learn/scikit-learn/jobs/74122431

  • Function decision_function is deprecated [decision_function was removed from regressors]
  • DataDimensionalityWarning in random_projection. Not sure if the test should just ignore those or we should have different defaults? ping @ogrisel
  • "Default 'multioutput' behavior now corresponds to 'variance_weighted' value" not sure if there is a way around these? ping @arjoly @jnothman ?
  • "The decision_function_shape default value will change from 'ovo' to 'ovr' in 0.18. This will change the shape of the decision function returned by SVC." SVC has a new decision_function shape. Should either be ignored or the shape should be set to ovr explicitly for now.
  • ConvergenceWarning: Objective did not converge. These are in coordinate_decent in the linear models. I'm not sure when they started showing up. Maybe @agramfort knows?

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