Slow tests

[MechCoder]

The current three tests take 17 mins to run on Travis, while the entire sklearn test suite runs in 10 mins

[betatim]

Link to a CI log

200seconds to install conda, do we really need a conda env?

The bulk of the time is spent in actual tests, can we simplify them and test small parts instead of full blown optimisations??

[glouppe]

The easiest solution is simply to reduce maxiter. We can show that it works in much fewer iterations.

[MechCoder]

I don't really understand how but I brought it down to 6 minutes with this commit. MechCoder@395f9dd

[glouppe]

What also takes some time is compiling scikit-learn master. Hopefully, this will be solved after the next release. In #12, tests are now down to 5mn total.

[glouppe]

Closing this, tests are now fine.