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[MRG+1] Adding multi output checks to common tests #13392
Thanks for the update !
You will also need to add en entry in https://github.com/scikit-learn/scikit-learn/blob/master/doc/whats_new/v0.21.rst#changes-to-estimator-checks, writing the change, this PR number and your GitHub name.
I'm not sure if I got the general approach right but I have:
Please review :).
glemaitre left a comment
There is a couple of missing assert in the tests and I would add meaningful error message.