Update warnings

[eddiebergman]

Builds off the warngings file created in #1335, should be merged after that.

This PR introduces a few more warning catches and adds more warning catches throughout the test files.

[codecov]

Codecov Report

Merging #1338 (627d69f) into fix_regression_algorithms_y_dimensions (097b682) will increase coverage by 63.18%.
The diff coverage is n/a.

@@                             Coverage Diff                             @@
##           fix_regression_algorithms_y_dimensions    #1338       +/-   ##
===========================================================================
+ Coverage                                   24.74%   87.92%   +63.18%     
===========================================================================
  Files                                         140      140               
  Lines                                       10977    10977               
===========================================================================
+ Hits                                         2716     9652     +6936     
+ Misses                                       8261     1325     -6936     

Impacted Files	Coverage Δ
autosklearn/data/abstract_data_manager.py	71.11% <0.00%> (+17.77%)	⬆️
autosklearn/util/data.py	40.54% <0.00%> (+18.91%)	⬆️
.../components/data_preprocessing/rescaling/minmax.py	100.00% <0.00%> (+23.07%)	⬆️
...mponents/data_preprocessing/rescaling/normalize.py	100.00% <0.00%> (+23.07%)	⬆️
.../data_preprocessing/rescaling/power_transformer.py	100.00% <0.00%> (+23.07%)	⬆️
autosklearn/experimental/selector.py	66.97% <0.00%> (+23.25%)	⬆️
...tosklearn/metalearning/metafeatures/metafeature.py	62.13% <0.00%> (+28.15%)	⬆️
...ne/components/data_preprocessing/rescaling/none.py	100.00% <0.00%> (+28.57%)	⬆️
autosklearn/util/dependencies.py	94.91% <0.00%> (+28.81%)	⬆️
...ata_preprocessing/category_shift/category_shift.py	95.83% <0.00%> (+33.33%)	⬆️
... and 114 more

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