Various fixes coming out of discussions in #2436 (#2497)

- Add --skip_tests option to build.py based on github feedback
  - Add debug output at end of run_subprocess so it's clearer when the output is from a different process running
  - Add check for scipy as it's required by gen_test_models.py for the onnx tests
  - Use log.warning instead of warnings.warn for consistency. We use the logger almost everywhere and somewhat randomly used warnings.warn in two places.
  - Add check for 'wheel' dependency not being found in setup.py and handle more gracefully
  - Fix invalid input name in Keras tests