[MRG] Add missing entries to whatsnew

doc/whats_new/v0.22.rst

@@ -14,17 +14,58 @@ refer to
 :ref:`sphx_glr_auto_examples_release_highlights_plot_release_highlights_0_22_0.py`.
 
 
+Clear definition of the public API
+----------------------------------
+
+Scikit-learn has a public API, and a private API.
+
+We do our best not to break the public API, and to only introduce
+backward-compatible changes that do not require any user action. However, in
+cases where that's not possible, any change to the public API is subject to
+a deprecation cycle of two minor versions. The private API isn't publicly
+documented and isn't subject to any deprecation cycle, so users should not
+rely on its stability.
+
+A function or object is public if it is documented in the `API Reference
+<https://scikit-learn.org/dev/modules/classes.html>`_ and if it can be
+imported with an import path without leading underscores. For example
+``sklearn.pipeline.make_pipeline`` is public, while
+`sklearn.pipeline._name_estimators` is private.
+``sklearn.ensemble._gb.BaseEnsemble`` is private too because the whole `_gb`
+module is private.
+
+Up to 0.22, some tools were de-facto public (no leading underscore), while
+they should have been private in the first place. In version 0.22, these
+tools have been made properly private, and the public API space has been
+cleaned. In addition, importing from most sub-modules is now deprecated: you
+should for example use ``from sklearn.cluster import Birch`` instead of
+``from sklearn.cluster.birch import Birch`` (in practice, ``birch.py`` has
+been moved to ``_birch.py``).
+
+.. note::
+
+    All the tools in the public API should be documented in the `API
+    Reference <https://scikit-learn.org/dev/modules/classes.html>`_. If you
+    find a public tool (without leading underscore) that isn't in the API
+    reference, that means it should either be private or documented. Please
+    let us know by opening an issue!
+
+
 Deprecations: using ``FutureWarning`` from now on
 -------------------------------------------------
 
 When deprecating a feature, previous versions of scikit-learn used to raise
 a ``DeprecationWarning``. Since the ``DeprecationWarnings`` aren't shown by
 default by Python, scikit-learn needed to resort to a custom warning filter
-that would always show the warnings.
-
-This filter is now removed, and starting from 0.22 scikit-learn will show
-``FutureWarnings`` for deprecations. :pr:`15080` by `Nicolas Hug`_.
+to always show the warnings. That filter would sometimes interfere
+with users custom warning filters.
 
+Starting from version 0.22, scikit-learn will show ``FutureWarnings`` for
+deprecations, `as recommended by the Python documentation
+<https://docs.python.org/3/library/exceptions.html#FutureWarning>`_.
+``FutureWarnings`` are always shown by default by Python, so the custom
+filter has been removed and scikit-learn no longer hinders with user
+filters. :pr:`15080` by `Nicolas Hug`_.
 
 Changed models
 --------------
@@ -111,6 +152,12 @@ Changelog
   exposes an ``n_iter_`` indicating the maximum number of iterations performed
   on each seed. :pr:`15120` by `Adrin Jalali`_.
 
+- |Fix| :class:`cluster.AgglomerativeClustering` and
+  :class:`cluster.FeatureAgglomeration` now raise an error if
+  `affinity='cosine'` and `X` has samples that are all-zeros. :pr:`7943` by
+  :user:`mthorrell`.
+
+
 :mod:`sklearn.compose`
 ......................
 
@@ -123,6 +170,12 @@ Changelog
   pass `**fit_params` to the underlying regressor.
   :pr:`14890` by :user:`Miguel Cabrera <mfcabrera>`.
 
+- |Fix| The :class:`compose.ColumnTransformer` now requires the number of
+  features to be consistent between `fit` and `transform`. A `FutureWarning`
+  is raised now, and this will raise an error in 0.24. If the number of
+  features isn't consistent and negative indexing is used, an error is
+  raised. :pr:`14544` by `Adrin Jalali`_.
+
 :mod:`sklearn.cross_decomposition`
 ..................................
 
@@ -369,6 +422,10 @@ Changelog
   :class:`ensemble.HistGradientBoostingRegressor`. :pr:`13769` by
   `Nicolas Hug`_.
 
+- |Enhancement| :func:`inspection.plot_partial_dependence` has been extended to
+  now support the new visualization API described in the :ref:`User Guide
+  <visualizations>`. :pr:`14646` by `Thomas Fan`_.
+
 - |Enhancement| :func:`inspection.partial_dependence` accepts pandas DataFrame
   and :class:`pipeline.Pipeline` containing :class:`compose.ColumnTransformer`.
   :pr:`14028` by :user:`Guillaume Lemaitre <glemaitre>`.
@@ -520,6 +577,10 @@ Changelog
   ``multioutput`` parameter.
   :pr:`14732` by :user:`Agamemnon Krasoulis <agamemnonc>`.
 
+- |Enhancement| 'roc_auc_ovr_weighted' and 'roc_auc_ovo_weighted' can now be
+  used as the :term:`scoring` parameter of model-selection tools.
+  :pr:`14417` by `Thomas Fan`_.
+
 :mod:`sklearn.model_selection`
 ..............................
 
@@ -545,6 +606,11 @@ Changelog
   `random_state` is set but `shuffle` is False. This will raise an error in
   0.24.
 
+- |Fix| The `cv_results_` attribute of :class:`model_selection.GridSearchCV`
+  and :class:`model_selection.RandomizedSearchCV` now only contains unfitted
+  estimators. This potentially saves a lot of memory since the state of the
+  estimators isn't stored. :pr:`#15096` by :user:`Andreas Müller <amueller>`.
+
 :mod:`sklearn.multioutput`
 ..........................
 
@@ -617,6 +683,9 @@ Changelog
 :mod:`sklearn.preprocessing`
 ............................
 
+- |Efficiency| :class:`preprocessing.PolynomialFeatures` is now faster when
+  the input data is dense. :pr:`13290` by :user:`Xavier Dupré <sdpython>`.
+
 - |Enhancement| Avoid unnecessary data copy when fitting preprocessors
   :class:`preprocessing.StandardScaler`, :class:`preprocessing.MinMaxScaler`,
   :class:`preprocessing.MaxAbsScaler`, :class:`preprocessing.RobustScaler`
@@ -776,7 +845,7 @@ Miscellaneous
 
 - |Fix| Port `lobpcg` from SciPy which implement some bug fixes but only
   available in 1.3+.
-  :pr:`13609` by :user:`Guillaume Lemaitre <glemaitre>`.
+  :pr:`13609` and :pr:`14971` by :user:`Guillaume Lemaitre <glemaitre>`.
 
 Changes to estimator checks
 ---------------------------
@@ -812,3 +881,7 @@ These changes mostly affect library developers.
   :pr:`13392` by :user:`Rok Mihevc <rok>`.
 
 - |Fix| Added ``check_transformer_data_not_an_array`` to checks where missing
+
+- |Fix| The estimators tags resolution now follows the regular MRO. They used
+  to be overridable only once. :pr:`14884` by :user:`Andreas Müller
+  <amueller>`.