Merge pull request scikit-learn#5666 from amueller/sag_sparse_warnings

[MRG] catch warnings in tests that the solver is changed to SAG in the sparse case

Author: agramfort

sklearn/linear_model/tests/test_ridge.py

@@ -423,6 +423,9 @@ def _test_tolerance(filter_):
     assert_true(score >= score2)
 
 
+# ignore warning that solvers are changed to SAG for
+# temporary fix
+@ignore_warnings
 def test_dense_sparse():
     for test_func in (_test_ridge_loo,
                       _test_ridge_cv,