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Add regularized regression methods and improve some tests #897

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Add regularized regression methods and improve some tests

Add regularized regression methods and improve some tests #897

Run time

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Job Run time
CI (linux-64 / r44)
1m 50s
CI (osx-arm64 / r44)
2m 11s
CI (linux-64 / r45)
1m 50s
CI (osx-arm64 / r45)
2m 22s
8m 13s