fixes issue #565 and removes future / deprecation warnings

[janvanrijn]

Fixes#565

[mfeurer]

It seems like the tests are failing with older scikit-learn versions.

[codecov-io]

Codecov Report

Merging #566 into develop will decrease coverage by 0.02%.
The diff coverage is 60%.

@@ Coverage Diff @@## develop #566 +/- ##
===========================================
- Coverage 89.91% 89.88% -0.03% 
===========================================
Files 32 32 Lines 2915 2917 +2 ===========================================
+ Hits 2621 2622 +1 - Misses 294 295 +1

Impacted Files	Coverage Δ
openml/setups/functions.py	94.4% <60%> (-0.73%)	⬇️

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[janvanrijn]

I honestly have no clue why the code crashed before. According to my analysis, this should not have happened. I made some changes to the if/else structure of the setup_exists fn, as I had the impression that this was not according to the way it should be. These should have had no influence on the code crashing or not. @mfeurer what do you think?