Christian Lorentzen

> Should I push my own green button? No. @glemaitre you did the latest review. Fine to merge?

> the status is not approved on your side I approved a month ago and then you requested a review by me. I‘ll merge.

@GaelVaroquaux Please go on and ping me for quick review if you‘d like.

@thomasjpfan Could you increase test coverage a little? You can ping me for review when ready.

First, do the considerations in any way block approval and merge of this PR? Second, why not having the discussion in an issue, maybe the existing one #25896, instead of...

This PR is not that large in my opinion. Sure, we can put the helper functions elsewhere. What is the actionable suggestion?

> generally we should try to make it more maintainable, not less. I wish we had that kind of thinking in the old linear models, logistic in particular 🤓

Do we need more than #27204 to come back to this PR?

I‘m +-0 on this. As a user, I might like it. I hope we find a 2nd reviewer.

Also +1 for supporting `scipy.sparse.sparray`. The real question for me is what to do with the old sparse matrices: 1. Follow scipy. (What‘s their plan? Deprecation, removal, continued support?) 2....