MAINT: Remove BaseEstimator

[larsoner]

Closes #12748

1. Un-nest sklearn stuff in mne/decoding except places that we use private attributes. Someday maybe we shouldn't use them at all, but I'll save that for later. In the meantime I'd rather not break all of mne.decoding if any of those imports fail in the future.
2. Remove now-unnecessary custom mixin classes.
3. Use check_array now that we require sklearn >= 1.2 (it's available as of 1.1)
4. The cov stuff didn't end up being too terrible -- just had to write a little helper for get_params / set_params

[drammock]

Thanks for tackling this! changes look reasonable / straightforward, so I'm inclined to trust our test suite here. Just one question.

[drammock]

do we want to deprecate .picks_ or just keep it around forever?

[larsoner]

It's pretty trivial to keep it I think so probably not worth deprecating

[agramfort]

see comment above

[hoechenberger]

thanks for working on this, Eric!

[agramfort]

just some discussion on picks_ vs picks
if sklearn becomes just required in mne.decoding and not any mne import I am ok with that. We do have a CI run without sklearn?

[agramfort]

see comment above

[larsoner]

if sklearn becomes just required in mne.decoding and not any mne import I am ok with that. We do have a CI run without sklearn?

Yep the minimal CI should already make sure everything still works without sklearn

[larsoner]

Got approval and latest commits were just getting things green so in it goes!