CI Run only common tests for PyPy (#28704)

build_tools/azure/test_script.sh

@@ -60,6 +60,15 @@ if [[ -n "$SELECTED_TESTS" ]]; then
     export SKLEARN_TESTS_GLOBAL_RANDOM_SEED="all"
 fi
 
+TEST_CMD="$TEST_CMD --pyargs sklearn"
+if [[ "$DISTRIB" == "conda-pypy3" ]]; then
+    # Run only common tests for PyPy. Running the full test suite uses too
+    # much memory and causes the test to time out sometimes. See
+    # https://github.com/scikit-learn/scikit-learn/issues/27662 for more
+    # details.
+    TEST_CMD="$TEST_CMD.tests.test_common"
+fi
+
 set -x
-eval "$TEST_CMD --pyargs sklearn"
+eval "$TEST_CMD"
 set +x