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[MRG + 2] Allow f_regression to accept a sparse matrix with centering #8065
What does this implement/fix? Explain your changes.
I've also included a unit test to verify that the output is the same for sparse and dense versions of a matrix.
Any other comments?
The output is the same as before (I've checked by hand), but I don't have any tests included to confirm this.
Pending a minor clarification (for my understanding), this LGTM. There is no algorithmic change and we now support sparse...