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I didn't think of it at the time, but could you try on your machine to only remove the root conftest.py and see whether it gets rid of the original issue on your machine? If so this may actually be the cleanest fix.

This doesn't seem to work.

keep sklearn/externals/conftest.py this is less likely to cause issue since this gets ignored

You're right keeping this file doesn't cause issue.

If only removing the root conftest.py does not fix it, and as mentioned in #27806 (comment), I would keep sklearn/conftest.py and move the content of sklearn/utils/tests/conftest.py to it.

@lesteve The strange thing is that, if I keep sklearn/conftest.py (current), no matter if I remove the root conftest.py or not, I get the assert mod not in mods error either when doing pytest or pytest sklearn, though indeed pytest sklearn/utils/tests does not raise. However, if I move sklearn/conftest.py to the root, both pytest or pytest sklearn work well.

Hmmm OK so you are saying pytest sklearn is not working on your machine as soon as sklearn/conftest.py exist. We can not really get rid of sklearn/conftest.py as it is useful to distributed with our package.

So contrary to what I thought, it seems like moving as much content to sklearn/conftest.py is not enough for it to work on your machine. I would recommend using python -m pytest sklearn in the mean time on your machine. Full disclosure (for other reasons than your issue), on my machine I have pytest aliased to python -m pytest and I don't remember seeing an issue because of this.

In an ideal world, someone would put together a simple reproducer for pytest-dev/pytest#9765. To be fair, it seems like it is not a single issue, since some people can reproduce on Windows, some people can reproduce on Linux. In our case, it seems Windows-specific.

@lesteve Thanks for your response! Yet I think the current PR is okay for me. I in fact never really runs the whole test suite, but only run single module or file, so at least this PR solves my problem. In the corner cases I will use python -m pytest.

These said, should me close or keep this PR?

I am fine with this if this makes your like a bit easier:

• the root conftest.py is not needed, it is there for historical reason, mostly to add the current directory to PYTHONPATH so that you can do pytest sklearn without installing with pip install -e (full disclosure this is what I am doing ...). Because we use a plugin for random seed, this is not enough these days and you need to do python -m pytest.
• moving sklearn/utils/tests/conftest.py to sklearn/conftest.py is not too big a change