Allow loose reinitialization from runs also

[PGijsbers]

See #1005.

If someone is able to complete this PR (e.g. add unit tests), then that would be greatly appreciated. Otherwise this will go stale for at least two weeks. Maybe @Neeratyoy ?

[Neeratyoy]

Sure, I can take this up. If not this week, next week for sure.
To clarify, the main to-do would be to have some unit tests that work across sklearn versions with the strict version parameter set to False ?

[PGijsbers]

For this PR, that would be the extent of it. In general we need more documentation for the extension but that can also be a separate PR later (possibly even by someone else).

[Neeratyoy]

Alright, I think I shall address this next week from Monday!

[PGijsbers]

Sorry this went off my radar. It looks like the added test fails?

[Neeratyoy]

My bad. I made this push as a potential design for how the unit test can be written, wasn't expecting it to pass. Moreover, I think this PR needs to be rebased first. I am working on some other things, for now, targeting a release this week. Will pick this up hopefully next week!