Pandas inplace argument has no effect for rename_axis()

Code Sample, a copy-pastable example if possible

    >>> df = pd.DataFrame([[1,2],[3,4]])
    >>> df
       0  1
    0  1  2
    1  3  4
    >>> df.rename_axis('INDEX', inplace=True)
        0  1
    INDEX
    0      1  2
    1      3  4
    >>> df
       0  1
    0  1  2
    1  3  4
    >>>

Problem description

The original dataframe is not changed even if the inplace argument is supplied.

Expected Output

        0  1
INDEX
0      1  2
1      3  4

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.5.2.final.0 python-bits: 64 OS: Linux OS-release: 4.4.0-92-generic machine: x86_64 processor: x86_64 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8 pandas: 0.20.2 pytest: None pip: 9.0.1 setuptools: 20.7.0 Cython: None numpy: 1.13.0 scipy: 0.19.1 xarray: None IPython: 6.1.0 sphinx: None patsy: 0.4.1 dateutil: 2.6.0 pytz: 2017.2 blosc: None bottleneck: None tables: None numexpr: None feather: None matplotlib: 2.0.2 openpyxl: None xlrd: None xlwt: None xlsxwriter: 0.7.3 lxml: None bs4: 4.4.1 html5lib: 0.9999999 sqlalchemy: None pymysql: None psycopg2: None jinja2: 2.8 s3fs: None pandas_gbq: None pandas_datareader: None

Comment From: gfyoung

Oops...also confirmed in 0.20.3. We're actually considering deprecating this parameter (xref #16529). That being said, I don't know if we want to do this immediately for this function.

Thus, we can either implement inplace=True OR we deprecate inplace immediately. @jreback ?

Comment From: TomAugspurger

Already fixed in https://github.com/pandas-dev/pandas/pull/16505 :) (xref https://github.com/pandas-dev/pandas/issues/15704)