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Raise warnings as errors in the test suite (#12468)
This PR fixes a final few warnings introduced in PRs merged after #12406 or with changes that weren't merged into #12406. More importantly, this PR updates the testing suite to always raise uncaught warnings as errors. This is a substantial change to the testing suite that will allow us to proactively react to deprecations in our dependencies, identify areas where pandas/pyarrow/some other dependency handles input data in different ways than us, etc. I've opted for the strictest possible setting, but am open to reviewer requests to be a little more lax with certain classes of warnings. Authors: - Vyas Ramasubramani (https://github.com/vyasr) Approvers: - Bradley Dice (https://github.com/bdice) - Matthew Roeschke (https://github.com/mroeschke) URL: #12468
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