ModelAverage common test fails assertion on check_no_attributes_set_in_init

[BBQing]

I have decided to try to fix the #124 I have independently encountered while working with metric-learn package.
I have fixed the joblib import issue into from sklearn.utils._joblib import delayed, Parallel, I have also fixed the sklearn GraphLassoCV import into GraphicalLassoCV import.

So far so good.

But tests failed in three cases. One of them is the mentioned issue with ModelAverage class.
The problematic line in the init method is this one

skggm/inverse_covariance/model_average.py

Line 322 in a0ed406

self.prng = np.random.RandomState(seed)

The error messge is this one:
AssertionError: Estimator ModelAverage should not set any attribute apart from parameters during init. Found attributes ['prng'].
This is, where I have stopped.

[mnarayan]

More details on failed test

ImportError while importing test module '/home/user/skggm-dev/skggm/inverse_covariance/tests/model_average_test.py'.
Hint: make sure your test modules/packages have valid Python names.
Traceback:
/usr/lib/python3.8/importlib/__init__.py:127: in import_module
    return _bootstrap._gcd_import(name[level:], package, level)
tests/model_average_test.py:4: in <module>
    from sklearn.covariance import GraphLassoCV
E   ImportError: cannot import name 'GraphLassoCV' from 'sklearn.covariance' (/usr/local/lib/python3.8/dist-packages/sklearn/covariance/__init__.py)