did you remove any warning from the test suite?

It removed some warnings from the mne test-suite, I didn't look at the sklearn output very closely. I actually think this change probably needs to be done more to preserve backward compatibility / behavior (i.e., avoid API change) than suppress a warning. That's where the choice between adding a new parameter or not is necessary, because as it stands the user of RegressorMixin has no way of setting the algorithm to use to be what it was before.

this LGTM

thanks @Eric89GXL