Deprecated Index.get_duplicates()
- [X] closes #20239
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=h1) Report
> Merging [#20544](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/add3fbfbd1f3abb157398d0167bb31fa4aa00a22?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20544/graphs/tree.svg?height=150&src=pr&token=eZ4WkYLtcO&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20544      +/-   ##
==========================================
- Coverage   91.85%   91.84%   -0.01%     
==========================================
  Files         153      153              
  Lines       49318    49311       -7     
==========================================
- Hits        45299    45292       -7     
  Misses       4019     4019
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.24% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.89% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/datetimelike.py](https://codecov.io/gh/pandas-dev/pandas/pull/20544/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZWxpa2UucHk=) | `96.7% <ø> (-0.02%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/20544/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.17% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/20544/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.63% <100%> (-0.01%)` | :arrow_down: |
| [pandas/core/reshape/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/20544/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9jb25jYXQucHk=) | `97.58% <100%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=footer). Last update [add3fbf...94376e4](https://codecov.io/gh/pandas-dev/pandas/pull/20544?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Hmm I made that change but it looks like this actually doesn't work for MultiIndexes

```python
mi = pd.MultiIndex.from_arrays([['a', 'b'], ['c', 'd']])
mi[mi.duplicated()].unique()
*** TypeError: Cannot infer number of levels from empty list
```

Not being as familiar on the MI side of things, do you think it's worth creating that as a separate issue and merging before this (I think it's a problem with the `unique` method there) or do you have another suggestion on how to handle? this is a bug in ``.unique()`` on an empty MI

```
In [13]: pd.MultiIndex.from_arrays([[], []])
Out[13]: 
MultiIndex(levels=[[], []],
           labels=[[], []])

In [14]: pd.MultiIndex.from_arrays([[], []]).unique()
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-14-d5be3b23b8c3> in <module>()
----> 1 pd.MultiIndex.from_arrays([[], []]).unique()

~/pandas/pandas/core/indexes/multi.py in unique(self, level)
   1071 
   1072         if level is None:
-> 1073             return super(MultiIndex, self).unique()
   1074         else:
   1075             level = self._get_level_number(level)

~/pandas/pandas/core/indexes/base.py in unique(self, level)
   4366             self._validate_index_level(level)
   4367         result = super(Index, self).unique()
-> 4368         return self._shallow_copy(result)
   4369 
   4370     def drop_duplicates(self, keep='first'):

~/pandas/pandas/core/indexes/multi.py in _shallow_copy(self, values, **kwargs)
    558             # discards freq
    559             kwargs.pop('freq', None)
--> 560             return MultiIndex.from_tuples(values, **kwargs)
    561         return self.view()
    562 

~/pandas/pandas/core/indexes/multi.py in from_tuples(cls, tuples, sortorder, names)
   1315             if names is None:
   1316                 msg = 'Cannot infer number of levels from empty list'
-> 1317                 raise TypeError(msg)
   1318             arrays = [[]] * len(names)
   1319         elif isinstance(tuples, (np.ndarray, Index)):

TypeError: Cannot infer number of levels from empty list

```

let's fix that one first, i'll create an issue. > Hmm I made that change but it looks like this actually doesn't work for MultiIndexes

@WillAyd : fixed, can you rebase? can you rebase can you just check that we don't have any warnings showing from this Checked the output of `test_fast.sh` and there were no warnings so I think this is OK - lmk if I should be checking somewhere else thanks @WillAyd nice patch!