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There seems to have been some changes in scikit-learn's new version (0.24): I have the following errors ModuleNotFoundError: No module named 'sklearn.utils.testing' when calling pytest on metric-learn (after a fresh clone of master on a conda env with scikit-learn 0.24). The reason is the one from this comment uber/causalml#285 (comment):
The sklearn.utils.testing module is deprecated in version 0.22 and will be removed in version 0.24. The corresponding classes / functions should instead be imported from sklearn.utils. Anything that cannot be imported from sklearn.utils is now part of the private API.