Python tests

Fix penalty for LogisticRegression #385

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Run time

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Job	Run time
build (ubuntu-latest, 3.8)	1m 52s
build (ubuntu-latest, 3.9)	2m 17s
build (ubuntu-latest, 3.10)	2m 14s
build (ubuntu-latest, 3.11)	2m 20s
build (macos-latest, 3.8)	2m 20s
build (macos-latest, 3.9)	2m 14s
build (macos-latest, 3.10)	2m 40s
build (macos-latest, 3.11)	2m 38s
build (windows-latest, 3.8)	3m 7s
build (windows-latest, 3.9)	3m 20s
build (windows-latest, 3.10)	2m 47s
build (windows-latest, 3.11)	3m 19s
	31m 8s