Update yml

Author: mvargas33

.github/workflows/main.yml

@@ -14,6 +14,29 @@ on:
   workflow_dispatch:
 
 jobs:
+  compatibility:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest]
+        python-version: ['3.6', '3.7', '3.8', '3.9']
+    steps:
+      - uses: actions/checkout@v2
+      - name: Set up Python
+        uses: actions/setup-python@v2
+        with:
+          python-version: ${{ matrix.python-version }}
+      - name: Run Tests with skggm + scikit-learn 0.20.3
+        env:
+          SKGGM_VERSION: a0ed406586c4364ea3297a658f415e13b5cbdaf8
+        run:  |
+          sudo apt-get install liblapack-dev
+          pip install --upgrade pip pytest
+          pip install wheel cython numpy scipy codecov pytest-cov
+          pip install scikit-learn==0.20.3
+          pip install git+https://github.com/skggm/skggm.git@${SKGGM_VERSION}
+          pytest test --cov
+          bash <(curl -s https://codecov.io/bash)
   build:
     runs-on: ${{ matrix.os }}
     strategy: