Skip _check_param_grid import for scikit-learn > 1.0.2 (#901)

* Only import _check_param_grid for sklearn <= 1.0.2 (test-upstream)

* Call _get_param_iterator in bad param grid tests (test-upstream)

* Resolve different errors raised in > 1.0.2 (test-upstream)

dask_ml/model_selection/_search.py

@@ -23,7 +23,7 @@
     is_classifier,
 )
 from sklearn.exceptions import NotFittedError
-from sklearn.model_selection._search import BaseSearchCV, _check_param_grid
+from sklearn.model_selection._search import BaseSearchCV
 from sklearn.model_selection._split import (
     BaseShuffleSplit,
     KFold,
@@ -71,6 +71,12 @@
 
 __all__ = ["GridSearchCV", "RandomizedSearchCV"]
 
+# scikit-learn > 1.0.2 removed _check_param_grid
+if SK_VERSION <= packaging.version.parse("1.0.2"):
+    from sklearn.model_selection._search import _check_param_grid
+else:
+    _check_param_grid = None
+
 if SK_VERSION <= packaging.version.parse("0.21.dev0"):
 
     _RETURN_TRAIN_SCORE_DEFAULT = "warn"
@@ -1600,8 +1606,8 @@ def __init__(
             n_jobs=n_jobs,
             cache_cv=cache_cv,
         )
-
-        _check_param_grid(param_grid)
+        if _check_param_grid:
+            _check_param_grid(param_grid)
         self.param_grid = param_grid
 
     def _get_param_iterator(self):

tests/model_selection/dask_searchcv/test_model_selection_sklearn.py

@@ -371,28 +371,34 @@ def test_grid_search_one_grid_point():
 
 
 def test_grid_search_bad_param_grid():
+    # passing a non-iterable param grid raises a TypeError in scikit-learn > 1.0.2
+    iterable_err = (
+        ValueError if SK_VERSION <= packaging.version.parse("1.0.2") else TypeError
+    )
+
     param_dict = {"C": 1.0}
     clf = SVC()
 
-    with pytest.raises(ValueError):
-        dcv.GridSearchCV(clf, param_dict)
+    with pytest.raises(iterable_err):
+        dcv.GridSearchCV(clf, param_dict)._get_param_iterator()
 
     param_dict = {"C": []}
     clf = SVC()
 
     with pytest.raises(ValueError):
-        dcv.GridSearchCV(clf, param_dict)
+        dcv.GridSearchCV(clf, param_dict)._get_param_iterator()
 
     param_dict = {"C": "1,2,3"}
     clf = SVC()
 
-    with pytest.raises(ValueError):
-        dcv.GridSearchCV(clf, param_dict)
+    with pytest.raises(iterable_err):
+        dcv.GridSearchCV(clf, param_dict)._get_param_iterator()
 
     param_dict = {"C": np.ones(6).reshape(3, 2)}
     clf = SVC()
+
     with pytest.raises(ValueError):
-        dcv.GridSearchCV(clf, param_dict)
+        dcv.GridSearchCV(clf, param_dict)._get_param_iterator()
 
 
 def test_grid_search_sparse():