Consider using extension-helpers package for OpenMP helpers

[astrofrog]

@Cadair and I were pleased to notice that you use a fork of the openmp_helpers.py file from astropy in scikit-learn:

https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/_build_utils/openmp_helpers.py

We just wanted to let you know that we have been working on generalizing the helpers we use in astropy and have now released a lightweight and general package called extension-helpers which includes the OpenMP helpers. This package is intended to be used as a build-time dependency in a pyproject.toml file if/once you switch to using this to specify build-time requirements.

Would you be interested in contributing your fixes to openmp_helpers.py upstream to extension-helpers, and using extension-helpers as a build-time dependency? Let us know if you have any questions about extension-helpers! (the GitHub repository is at https://github.com/astropy/extension-helpers).

[rth]

Thanks for opening this issue. Yes it could make sense to share some of the work OpenMP given that it's non trivial. In particular there is the issue with the need to vendor runtime MSVC libraries for OpenMP in windows wheels cf #15899 (comment) that is probably not scikit-learn specific.

As for adding extension-helpers as a build dependency once we support pyproject.toml @jeremiedbb might have an opinion.