[MNT] Unit testing revamp part 3: regression

[MatthewMiddlehurst]

Follows on from #1770, part of AEP 05.

• Fixes some issues from the classifier revamp [MNT] Unit testing revamp part 2: classification #1770
• Removes the current test_all_regressors and deep learning regressor tests.
• Replaces them with a yield function in the new testing framework.

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I have added the following labels to this PR based on the title: [ $\color{#EC843A}{\textsf{maintenance}}$ ].
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[hadifawaz1999]

i agree with skipping tapenet, as i will be deprecating it soon and start it from scratch