BUG Validate transformers in transform

[thomasjpfan]

Fixes #17355

[TomAugspurger]

Thanks for the fix!

[glemaitre]

ping @rth @jeremiedbb @NicolasHug

This is an easy hanging fruit.

[glemaitre]

ping @adrinjalali I saw is around as well :)

[adrinjalali]

Should this also have a what's new entry?

[glemaitre]

True since this is a FIX

[thomasjpfan]

Note this PR targets the 0.23.X branch since it is adding a feature ontop of a removed feature in master. If I add the whats new in 0.23.rst, it would update the docs and it would be a little strange?

Looking back at this, I think this will introduce a bug for users that want to construct a prefitted FeatureUnion. When transforming the validation should only check if the estimator has "transform".

[adrinjalali]

Oh, yhis is why I prefer to remove the deprecations much closer to the next major release rather than right after a release.

In this case, we can keep this PR open and add it to the minor release milestone, have a separate PR which adds the whats_new entry to master and backport it to the release branch at the time of the release, and merge this one right before we'd like to release I suppose.

[glemaitre]

ping @adrinjalali :P

[adrinjalali]

I'm not sure what I'm pinged for @glemaitre :P I'm happy to have this merged right before we do the next minor release. We also need the separate PR for the changelog to the master branch.

I'm also happy if we do a minor release in a week. There's a ton of documentation improvement which we could improve in the release, and a few fixes, but I guess not too many.

[glemaitre]

I'm also happy if we do a minor release in a week. There's a ton of documentation improvement which we could improve in the release, and a few fixes, but I guess not too many.

I think this is the last flagged PR for 0.23.2. I merged a fix for the StackingEstimator which should also go in 0.23.2.
It might be time to make a new release.

[adrinjalali]

This PR has to be merged independent of the other ones which will go to the release PR since it targets the release branch directly and not the master branch. So I'd say if you wanna do a release, prepare that PR, and close to the release merge this one and that one? And again, remember the changelog entry ;)

[thomasjpfan]

The whats new update is at #17912