API: concat on sparse values
API breaking change to `concat(List[DataFrame[Sparse]])` to
return a DataFrame with sparse values, rather than a SparseDataFrame.

Doing an outright break, rather than deprecation, because I have a
followup PR deprecating SparseDataFrame. We hit this internally in
a few places (e.g. get_dummies on all-sparse data).

Closes https://github.com/pandas-dev/pandas/issues/25702

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=h1) Report
> Merging [#25719](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/10173821965fa65654b172891b2102a8426132ca?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/25719/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25719      +/-   ##
==========================================
- Coverage   91.24%   91.24%   -0.01%     
==========================================
  Files         172      172              
  Lines       52967    52970       +3     
==========================================
+ Hits        48332    48334       +2     
- Misses       4635     4636       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.82% <100%> (ø)` | :arrow_up: |
| #single | `41.75% <33.33%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/dtypes/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25719/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2NvbmNhdC5weQ==) | `96.58% <ø> (ø)` | :arrow_up: |
| [pandas/core/groupby/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25719/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9nZW5lcmljLnB5) | `87.05% <100%> (+0.05%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25719/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.98% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25719?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/25719?src=pr&el=footer). Last update [1017382...96508ca](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=h1) Report
> Merging [#25719](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/10173821965fa65654b172891b2102a8426132ca?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/25719/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25719      +/-   ##
==========================================
- Coverage   91.24%   91.24%   -0.01%     
==========================================
  Files         172      172              
  Lines       52967    52970       +3     
==========================================
+ Hits        48332    48334       +2     
- Misses       4635     4636       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.82% <100%> (ø)` | :arrow_up: |
| #single | `41.75% <33.33%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/dtypes/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25719/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2NvbmNhdC5weQ==) | `96.58% <ø> (ø)` | :arrow_up: |
| [pandas/core/groupby/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25719/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9nZW5lcmljLnB5) | `87.05% <100%> (+0.05%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25719/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.98% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25719?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/25719?src=pr&el=footer). Last update [1017382...96508ca](https://codecov.io/gh/pandas-dev/pandas/pull/25719?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Changing the convention might save time in the long run, if we avoid
unnecessary CI runs, abandoned PRs, etc.

On Thu, Mar 14, 2019 at 6:11 PM Jeff Reback <notifications@github.com>
wrote:

> *@jreback* commented on this pull request.
> ------------------------------
>
> In doc/source/whatsnew/v0.25.0.rst
> <https://github.com/pandas-dev/pandas/pull/25719#discussion_r265800282>:
>
> > @@ -64,6 +64,42 @@ is respected in indexing. (:issue:`24076`, :issue:`16785`)
>      df = pd.DataFrame([0], index=pd.DatetimeIndex(['2019-01-01'], tz='US/Pacific'))
>      df['2019-01-01 12:00:00+04:00':'2019-01-01 13:00:00+04:00']
>
> +Concatenating Sparse Values
>
> you are still missing the point
>
> pls add the ref here - arguing about reviews is a waste of time
>
> —
> You are receiving this because you authored the thread.
> Reply to this email directly, view it on GitHub
> <https://github.com/pandas-dev/pandas/pull/25719#discussion_r265800282>,
> or mute the thread
> <https://github.com/notifications/unsubscribe-auth/ABQHImm40yVgqRq7eV83ucR_5OytS_6dks5vWtcJgaJpZM4bxfDE>
> .
>
 thanks @TomAugspurger 