Fix PandasAdapter causes crash or misattributed features

[nicolas-bolle]

Reference Issues/PRs

Fixes #31051. See also #28731.

What does this implement/fix? Explain your changes.

• Allows series indexes to get passed to the output dataframe in PandasAdapter
• Avoids the PandasAdapter causes crash or misattributed features #31051 edge case where ColumnTransformer crashes because dataframes and series are handled differently by PandasAdapter

Any other comments?

• Added a unit test for the "series" case
• Made the unit test index different from the default index, since the issue doesn't happen when using default indexes

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[nicolas-bolle]

@glemaitre wondering if I can get a review?

[jeremiedbb]

Thanks for the PR @nicolas-bolle. I think a higher level non regression test very similar the the reproducer that you posted in #31051 would be useful. Please also add a changelog entry.

[jeremiedbb]

Thanks @nicolas-bolle. I just moved the test into the column transformer dedicated tests and made the changelog entry about a fix of the column transformer because we usually don't mention private API in the changelog and instead how it impacts the user. Please let me know if the new phrasing is fine, don't hesitate to edit it if it needs improvement.

[nicolas-bolle]

Thanks @nicolas-bolle. I just moved the test into the column transformer dedicated tests and made the changelog entry about a fix of the column transformer because we usually don't mention private API in the changelog and instead how it impacts the user. Please let me know if the new phrasing is fine, don't hesitate to edit it if it needs improvement.

Yep thanks @jeremiedbb this looks great, thanks for the edits. Anything else needed before getting reviews?

[jeremiedbb]

LGTM. Thanks @nicolas-bolle

[thomasjpfan]

LGTM