Continuous Integration

refactor: Add save functionality to test for training with ridge #1615

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Run time

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Job	Run time
test_linux (3.10)	1s
test_linux (3.12)	1m 47s
test_linux (3.13)	2m 38s
test_macos (3.10)	2m 36s
test_linux (3.11)	2m 37s
test_macos (3.11)	2m 35s
test_macos (3.12)	1s
test_windows (3.12)	2m 28s
test_windows (3.11)	14s
test_macos (3.13)	1s
test_windows (3.13)	55s
test_windows (3.10)	1s
	15m 54s