[ENH] Ensure conditional running of recently added tests

[fkiraly]

A larger number of tests have been recently added and merged. Most of these are specific for individual regressors or probability distributions.

To the object/estimator specific tests, we should add decorators that ensure they run on CI only if the underlying class has changed. The following decorator will do that:

@pytest.mark.skipif(
    not run_test_for_class(ClassName),
    reason="run test only if tested object has changed",
)

[ANANYA542]

Hi @fkiraly, I’d be happy to take this on!
I went through the codebase and found a few test files that seem to be missing the conditional skip decorators. In total, there are 7 files with about 30 affected tests.
For class-specific tests (these would need run_test_for_class):

-->test_normal_mixture.py — 6 tests (NormalMixture)
-->test_ondil.py — 2 tests (OndilOnlineGamlss)
-->test_mapie_v1.py — 3 tests (MAPIE v1 regressors)
-->test_pipeline_transform_chain.py — 1 test (Pipeline/ResidualDouble)

For module-level tests (these would need run_test_module_changed):

-->test_multiindex.py — 7 tests (MultiIndex behavior)
-->test_proba_basic.py — 6 tests currently missing the decorator
-->test_bandwidth.py — 5 tests (bandwidth utilities)

Happy to put together a PR for this if that works

[fkiraly]

Great, thanks!