I propose we make a minor adjustment to SLEP010 and have only two states:

1. n_feature_in_ is an int.
2. n_feature_in_ is not set.

Dummy* is the only estimator that sets n_features_in_ to None. I propose we not set the attribute or set it and not use it for validation.

For reference, I was thinking about this for feature_names_in_ and what to do with it in Dummy*.

CC @scikit-learn/core-devs