ENH Improve error message in check_requires_y_none (scikit-learn#31481)

Author: fabridamicelli

sklearn/utils/estimator_checks.py

@@ -4405,7 +4405,14 @@ def check_requires_y_none(name, estimator_orig):
         estimator.fit(X, None)
     except ValueError as ve:
         if not any(msg in str(ve) for msg in expected_err_msgs):
-            raise ve
+            raise ValueError(
+                "Your estimator raised a ValueError, but with the incorrect or "
+                "incomplete error message to be considered a graceful fail. "
+                "The expected message in the ValueError should contain one of "
+                f"these literal strings:\n{expected_err_msgs}. "
+                f"For example, you could have `ValueError('{expected_err_msgs[0]}')`.\n"
+                f"This is the error message in your exception:\n{ve}"
+            )
 
 
 @ignore_warnings(category=FutureWarning)

sklearn/utils/tests/test_estimator_checks.py

@@ -1437,6 +1437,27 @@ def fit(self, X, y):
     # no warnings are raised
     assert not [r.message for r in record]
 
+    # Make an estimator that throws the wrong error to make sure we catch it
+    class EstimatorWithWrongError(BaseEstimator):
+        def fit(self, X, y):
+            try:
+                X, y = check_X_y(X, y)
+            except ValueError as ve:
+                # This assertion is just to make sure we are catching the value error
+                # that comes from wrong y (=None) and not some other value error
+                assert str(ve) == (
+                    "estimator requires y to be passed, but the target y is None"
+                )
+                # Override the error message force fail
+                raise ValueError("This is the wrong message that raises error")
+
+    err_msg = (
+        "Your estimator raised a ValueError, but with the incorrect or "
+        "incomplete error message to be considered a graceful fail."
+    )
+    with raises(ValueError, match=err_msg):
+        check_requires_y_none("estimator", EstimatorWithWrongError())
+
 
 def test_non_deterministic_estimator_skip_tests():
     # check estimators with non_deterministic tag set to True