Fix some sklearn warnings

[jonathanronen]

lib/python3.6/site-packages/sklearn/base.py:420: FutureWarning: The default value of multioutput (not exposed in score method) will change from 'variance_weighted' to 'uniform_average' in 0.23 to keep consistent with 'metrics.r2_score'. To specify the default value manually and avoid the warning, please either call 'metrics.r2_score' directly or make a custom scorer with 'metrics.make_scorer' (the built-in scorer 'r2' uses multioutput='uniform_average').
  "multioutput='uniform_average').", FutureWarning)

This happens in drop_unexplanatory_factors() or in merge_similar_latent_factors().