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TST sklearn/linear_model/tests/test_quantile.py::test_sparse_input fails on local windows #25838

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@jeremiedbb

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@jeremiedbb

The test test_sparse_input from sklearn/linear_model/tests/test_quantile.py fails when I run the test suite locally (Windows).

It fails for the fit_intercept=True parametrization but passes for fit_intercept=False. It fails for all solvers. Here's the error message

>           assert 0.45 <= np.mean(y < quant_sparse.predict(X_sparse)) <= 0.55
E           AssertionError: assert 0.56 <= 0.55

Maybe 0.55 was too tight ?
Ping @lorentzenchr who reviewed the PR introducing this test #21086

System:
    python: 3.9.13 | packaged by conda-forge | (main, May 27 2022, 16:50:36) [MSC v.1929 64 bit (AMD64)]
executable: C:\Users\J\miniconda3\envs\dev\python.exe
   machine: Windows-10-10.0.19045-SP0

Python dependencies:
      sklearn: 1.3.dev0
          pip: 22.2.2
   setuptools: 65.3.0
        numpy: 1.23.3
        scipy: 1.9.2
       Cython: 0.29.33
       pandas: 1.4.4
   matplotlib: 3.5.3
       joblib: 1.2.0
threadpoolctl: 3.1.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: mkl
         prefix: libblas
       filepath: C:\Users\J\miniconda3\envs\dev\Library\bin\libblas.dll
        version: 2022.1-Product
threading_layer: intel
    num_threads: 8

       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: C:\Users\J\miniconda3\envs\dev\Lib\site-packages\scipy.libs\libopenblas-57db09cfe174768fb409a6bb5a530d4c.dll
        version: 0.3.18
threading_layer: pthreads
   architecture: Zen
    num_threads: 16

       user_api: openmp
   internal_api: openmp
         prefix: vcomp
       filepath: C:\Users\J\miniconda3\envs\dev\vcomp140.dll
        version: None
    num_threads: 16

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