ENH Add 'warn' option to 'handle_unknown' parameter in OneHotEncoder

[glevv]

Reference Issues/PRs

Fixes #28619. See also #16881

What does this implement/fix? Explain your changes.

Added 'warn' option to OneHotEncoder that behaves same as option 'ignore', but raises a warning for every unknown category.

Any other comments?

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[ogrisel]

Thanks for the PR. I would rather make handle_unknown="warn" behave like handle_unknown="infrequent_if_exist" instead of handle_unknown="ignore". I think this would give more control to the user.

Note that when #28619 was originally open, handle_unknown="infrequent_if_exist" did not exist yet.

[glevv]

@glemaitre @ogrisel
if you would have some spare time to review the PR

[glemaitre]

Let me add the milestone for the next release and prioritize this feature.

[glemaitre]

I'm happy with the PR. I just quickly pushed some style changes and move the entry in 1.6 without requesting any changes because it was straightforward.

@ogrisel you might want to have a look since you already request a first change. This one is pretty straightforward.

Thanks @glevv

[glemaitre]

ping @OmarManzoor or @Charlie-XIAO maybe?

[OmarManzoor]

LGTM. Thanks @glevv

[glemaitre]

Thanks @OmarManzoor