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[DEBT] Remove use of downloaded sklearn datasets from CI tests #3161

@JohnZed

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@JohnZed

We have a few tests (naive bayes certainly) that use sklearn datasets that are auto-downloaded. We've seen these downloads time out recently and fail CI, so they present a chance for a flaky test. We should either eliminate use of these datasets or find a place to check them in / cache them reliably.

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improvementImprovement / enhancement to an existing function

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