Description
We currently partially support classes on check_estimator() or parametrize_with_checks(). However, they don't work in general when the class requires some parameter with no default (except the hard-coded special cases of 'estimator' and 'base_estimator').
As far as I understand, the only thing that class support adds is the additional check_parameters_default_constructible check.
Class support leads to complicated logic for example with the xfail_checks tag where we need to check if we can first construct and instance, and if we can't, we just silently ignore the tag.
Couldn't we just let check_estimator() and parametrize_with_checks work only on instances, and publicly expose check_parameters_default_constructible separately? I think it would make the test suite logic significantly simpler. In terms of usage, it's a very mild inconvenience.
CC @rth @thomasjpfan