Inconsistent inherited docstrings

[rth]

A few estimators subclass estimators from other ML packages (e.g. scikit-learn) and when a method is not overwritten, the docstring from the parent package is used directly in the documentation, which is not necessarily consistent. For instance,

• docstrings inherited from scikit-learn where the variable dtype includes sparse arrays
• "see also" sections that points to scikit-learn estimators etc.

I wonder if some automatic re-writing of the non-overwritten methods could partially address this...

[TomAugspurger]

Yes, there's some work to be done here. Thanks for raising it. Short-term, the notes we append / prepend could be better, e.g. QuantileTransformer:

This implementation differs from the scikit-learn implementation by using approximate quantiles. The scikit-learn docstring follows.

Could be expanded to enumerate how it differs (which keywords are ignored, no support for sparse).

For, e.g. QuantileTransformer.inverse_transform we can define the method and write a correct docstring, but just call super() for the implementation.