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DEBUG saga convergence with sample_weight#31702

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ogrisel
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The purpose of this draft PR is to empirically show that our existing common test can reveal the convergence problem of the SAG and SAGA solver of logistic regression when fitting with large enoughsample_weight values and low enough regularization.

#31675

At this stage, I do not recommend reviewing this PR with the intent to merge it, but rather use it as a concrete example to show that we should maybe change the common test to fail when the models do not converge to be able to better revealsample_weight handling bugs.

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✔️ Linting Passed

All linting checks passed. Your pull request is in excellent shape! ☀️

Generated for commit:0bf942c. Link to the linter CI:here

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