Difference between the regression coefficients of scikit-learn and daal4py on small datasets, for multi-target problem.

[Pahandrovich]

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Scikit-learn test for Ridge regression "test_ridge_cv_individual_penalties" shows the difference between the regression coefficients of scikit-learn and daal4py on small datasets, for multi-target problem. Coefficients matches for first label only. For big data the coefficients are close. It is possible to improve this correspondence in the future.