set_{method}_request methods are added to all estimators inheriting from BaseEstimator, around this part of the code:

Since mypy passes the code to AST and that's how they check for types and available methods, any code using these methods such as est.set_fit_request(sample_weight=True) would make mypy to fail with and error similar to:

error: "LinearRegression" has no attribute "set_fit_request"

There are at least two ways to fix this issue:

1. Write a plugin for mypy to somehow fix the issues:

• mypy's reference: https://mypy.readthedocs.io/en/stable/extending_mypy.html
• numpy's example: https://numpy.org/devdocs/reference/typing.html

2. Declare all possible methods for all objects for type checkers even if they don't exist. This would silence the type checker errors, but it's a bit hackish. For this, we'd need to change the declaration of the _MetadataRequester and add:

from typing import TYPE_CHECKING

class _MetadataRequester:
    """Mixin class for adding metadata request functionality.

    .. versionadded:: 1.2
    """

    if TYPE_CHECKING:
        set_fit_request: Callable[..., Any]
        set_partial_fit_request: Callable[..., Any]
        set_predict_request: Callable[..., Any]
        set_predict_proba_request: Callable[..., Any]
        ...

    def __init_subclass__(cls, **kwargs):
        ...

This wouldn't pollute the runtime env since in runtime TYPE_CHECKING is always False.

I'm in favor of adding the second option as a temporary solution until somebody implemented the plugin, if they do.