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PR #4807 reveals a variety of estimators that fails on memory mapped input, once we allow check_array to process a memory map without copying its content in memory.
Estimators failing on read only memory maps :
the whole PLS family
Factor analysis
Incremental PCA
NuSVC
Transformers :
KernelCenterer
MaxAbsScaler
MinAbsScaler
RobustScaler
StandardScaler
Most of these should be easy to fix (e.g X -= X.mean should be replaced etc.)