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[MNT] remove soft dependency import warnings in modules and documente…
…d requirements to add these (#4398) Previously, modules that contained objects with soft dependencies were raising import warnings. This would raise a lot of warnings in crawling based utilities such as `all_estimators` (and cause those utilities to have a longer runtime than otherwise). In many cases, the warnings would be raised without a clear reason visible to the user, and would confuse more than they would help - contributing to some user frustration. The information is still raised as an error when users try to construct the estimators in question - and there cause and effect are much clearer. Therefore, I would argue that it is an improvement to get rid of the module warnings. This PR removes both the existing warnings in estimator modules and the convention itself: * removed all calls to `_check_soft_dependencies` with warning level at module import, in estimator modules * removed the instruction to write such checks from all extension templates * removed the bullet point in the dependency handling guide that asked to add these, and rewrote adjacent content for coherence
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