Group unit test of `selection`

[lionelkusch]

• I suggest simplifying the smoke test: one test per function with multiple asserts to explore branching seems enough to me and would cut duplicated code.

Originally posted by @jpaillard in #361 (review)

[lionelkusch]

The tests in this class are smoke tests and have a lot of duplicated code. I think it would be ok to gather all the smoke tests that explore the different selections in one test, or maybe 2 to separate importance_selection and p_value_selection.

Originally posted by @jpaillard in #361 (comment)

[lionelkusch]

There are not smoke tests because they test the result directly, the values into the array and not only the shape.

It's better to have only one assertion by test. This type of test is a call unit test and they shouldn't be gathered. To group them, I use classes for it.
I don't see the duplication of the code. Each test, test one specific parameter.

Originally posted by @lionelkusch in #361 (comment)