The content of the file utils/__init__.py does not seem appropriate.
I mean it works, but it does not seem to be good practice.

It contains a bunch of functions and classes which can be used in many places in sklearn.
Those functions should not be in a __init__.py, but in a submodule instead.
Moreover when defining such functions, contributors often don't know where to put them cause this is not an intuitive place for that.

If I understand correctly those functions does not fit in any of the existing submodules of 'utils' and have very different purposes. So I propose to make a new submodule, misc.py or utils.py or whatever name you think is best, and put all the orphan functions in there.

Note: The same process could be applied to
utils/sparsetools/__init__.py
_build_utils/__init__.py
__check_build/__init__.py

Is this something you could consider ?