FIX LinearRegression sparse + intercept + sample_weight #22891
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agramfort
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glemaitre
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glemaitre
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@jeremiedbb Did you already start with the same for |
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Partial fix for #15438
Fixes #19578
This PR fixes the issue for LinearRegression only. I intend to check other linear models in separate PR(s).
To account for sample weight, we rescale X and y. When X is sparse we also need to rescale X_offset because the centering is implicit.
ping @agramfort