[MRG] ENH speed up plot_poisson_regression_non_normal_loss.py#21787

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PSSF23 wants to merge 5 commits intoscikit-learn:mainfrom

neurodata:recycle

Commits on Nov 25, 2021

ENH store test preds to reduce time
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Commits on Nov 26, 2021

Commits on Nov 29, 2021

FIX remove y labels from X sets
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Commits on Dec 7, 2021

Revert "FIX remove y labels from X sets"
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