Mark all tests that actually use scikit-learn #1186
Description
While eventually we want to remove the extension logic from the core package into a separate extension package, for the time being scikit-learn will be part of openml-python. That said, most of the package does not interact with scikit-learn. By marking tests which specifically use scikit-learn, we can drastically reduce CI/test server load (and false negatives). Currently, the test matrix runs the entire suite every time, while only changing scikit-learn version (which, again, is irrelevant to most tests). We could run the core suite once, and only scikit-learn sensitive tests multiple times (once per supported version). CI would have to be updated to only run on marked tests in those settings.
