@adrinjalali would you be interested to have a look at this :)

Other than that, LGTM.

I don't really like to have a local variable named SGDEstimator with upper case. I would rather use a explicit local variable name such as estimator_type (or estimator_class) or sgd_estimator_type if want to be extra explicit.

Since this is a class name, does it not make sense to use the CapWords convention?

Since this is a class name, does it not make sense to use the CapWords convention?

It's not the name of any class. There is no scikit-learn class with "SGDEstimator" in its __name__ attribute and it's not possible to do from sklearn.linear_model import SGDEstimator. It's the name of a local variable that refers to a class definition with name either SGDClassifier, SGDRegressor....

+1 for reverting the change to the local variable name to keep the diff clean and focused on the main matter of PR.

I reverting the changes. Now, it looks like a PR that @lorentzenchr will like :P

O_o do we have an issue for this? is it related to this PR?

ImportError while importing test module '/home/circleci/project/sklearn/utils/tests/test_estimator_html_repr.py'.
Hint: make sure your test modules/packages have valid Python names.
Traceback:
/opt/circleci/.pyenv/versions/3.9.1/lib/python3.9/importlib/__init__.py:127: in import_module
    return _bootstrap._gcd_import(name[level:], package, level)
sklearn/utils/tests/test_estimator_html_repr.py:8: in <module>
    from sklearn.neural_network import MLPClassifier
sklearn/neural_network/__init__.py:10: in <module>
    from ._multilayer_perceptron import MLPClassifier
sklearn/neural_network/_multilayer_perceptron.py:9: in <module>
    from tkinter.tix import Tree
/opt/circleci/.pyenv/versions/3.9.1/lib/python3.9/tkinter/__init__.py:37: in <module>
    import _tkinter # If this fails your Python may not be configured for Tk
E   ModuleNotFoundError: No module named '_tkinter'
!!!!!!!!!!!!!!!!!!! Interrupted: 21 errors during collection !!!!!!!!!!!!!!!!!!!

@adrinjalali nop this is linked with #20691 due to my autocomplete vs code import system that I just deactivated :)

Merging since we have a +2 and the comments have been addresed.

Now, it looks like a PR that @lorentzenchr will like :P

+137 and -168 and make something in scikit-learn indeed scikit-learn API compliant (❓❗), yes 👍 .

Welcome to historical reasons @lorentzenchr 😁

We should learn from history:smirk: