[MRG] FIX convert F-ordered array in Ridge with SAG solver

[glemaitre]

closes #14457

Make an implicit conversion when array is not C-ordered in make_dataset.

[TomDLT]

For the record, this bug was introduced in 0dac63f, as it made Ridge.fit call ridge_regression(check_input=False).

Note that we still have an inconsistency between Ridge.fit and ridge_regression:

• Ridge.fit does not check contiguity.
• ridge_regression always forces C-contiguity.

While C-contiguity is only necessary for sag/saga solvers.

[TomDLT]

noon -> non
make -> makes

[glemaitre]

Note that we still have an inconsistency between Ridge.fit and ridge_regression:

Yep, the check_input has been bypassed to avoid dtype conversion but letting the contiguity on the side.

@TomDLT Would it be better to make the contiguity check at the estimator level or to make the conversion as in this PR.

[TomDLT]

@TomDLT Would it be better to make the contiguity check at the estimator level or to make the conversion as in this PR.

For sag/saga solvers, it probably does not make a difference.
For other solvers, there is an unnecessary C-contiguity enforcement (with potentially a copy) in ridge_regression.

What about keeping the solution in this PR, but removing the contiguity check in ridge_regression ?
We can also extend the test to all solvers, and maybe to ridge_regression too. (isn't there a common test to check that ?)

[glemaitre]

What about keeping the solution in this PR, but removing the contiguity check in ridge_regression ?

OK let's do that.

We can also extend the test to all solvers, and maybe to ridge_regression too

@rth was starting to check if the estimator with different solver could indeed pass the common tests. This might be better than writing redundant tests but would require more work.