Python tests

Fix penalty for LogisticRegression #391

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Run time

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Job	Run time
build (ubuntu-latest, 3.8)	1m 42s
build (ubuntu-latest, 3.9)	2m 14s
build (ubuntu-latest, 3.10)	1m 45s
build (ubuntu-latest, 3.11)	1m 39s
build (macos-latest, 3.8)	4m 10s
build (macos-latest, 3.9)	2m 31s
build (macos-latest, 3.10)	5m 18s
build (macos-latest, 3.11)	3m 0s
build (windows-latest, 3.8)	3m 2s
build (windows-latest, 3.9)	3m 17s
build (windows-latest, 3.10)	2m 57s
build (windows-latest, 3.11)	3m 16s
	34m 51s