Use continuous integration to run tests on each commit

[DimitriPapadopoulos]

For example use Travis.

[mathurinm]

You can use GithubActions. It's quite straightforward to implement, you just need to add a yml file in .github/workflows; have a look at the workflow we use in skglm for example :

https://github.com/scikit-learn-contrib/skglm/blob/main/.github/workflows/main.yml

[DimitriPapadopoulos]

Indeed, GitHub Actions didn't exist at the time.