Numpy Array Error when Training LogisticRegressionCV

### Describe the bug

When I attempt to train LogisticRegressionCV, I get the error: setting an array element with a sequence. The requested array has an inhomogeneous shape after 2 dimensions. The detected shape was (5, 10) + inhomogeneous part.

The inputs to LogisticRegressionCV are:
- X = output of StandardScaler.fit_transform, with a shape of (24, 12) and dtype of float64
- y = array with shape (24, ) and dtype of int64

I checked that there are not null or infinite values in either array.

### Steps/Code to Reproduce

```
data_for_color_training = training_data.loc[training_data["IdentCode"] == color]
x_train = data_for_color_training.loc[:, (data_for_color_training.columns.str.startswith("dx") | data_for_color_training.columns.str.startswith("dy") | data_for_color_training.columns.str.startswith("dz"))]
y_train = data_for_color_training["Grade"]
			
#--------------Edit specific pre-processing and model here-----------------------------
scaler = StandardScaler()
X_train = scaler.fit_transform(x_train)
modelTrained = LogisticRegressionCV(max_iter=10000).fit(X_train, y_train)
```

### Expected Results

The variable modelTrained will output a LogisticRegressionCV model.

### Actual Results
```traceback
Traceback (most recent call last):
  File "C:\Users\...\PythonScripts\UserDefinedModel.py", line 22, in train_predict_by_colorcode
    modelTrained = LogisticRegressionCV(max_iter=10000).fit(X_train, y_train)
                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\linear_model\_logistic.py", line 1912, in fit
    coefs_paths = np.reshape(
                  ^^^^^^^^^^^
  File "<__array_function__ internals>", line 200, in reshape
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\fromnumeric.py", line 298, in reshape
    return _wrapfunc(a, 'reshape', newshape, order=order)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\fromnumeric.py", line 54, in _wrapfunc
    return _wrapit(obj, method, *args, **kwds)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\fromnumeric.py", line 43, in _wrapit
    result = getattr(asarray(obj), method)(*args, **kwds)
                     ^^^^^^^^^^^^
ValueError: setting an array element with a sequence. The requested array has an inhomogeneous shape after 2 dimensions. The detected shape was (5, 10) + inhomogeneous part.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\fromnumeric.py", line 298, in reshape
    return _wrapfunc(a, 'reshape', newshape, order=order)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\fromnumeric.py", line 54, in _wrapfunc
    return _wrapit(obj, method, *args, **kwds)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\fromnumeric.py", line 43, in _wrapit
    result = getattr(asarray(obj), method)(*args, **kwds)
                     ^^^^^^^^^^^^
ValueError: setting an array element with a sequence. The requested array has an inhomogeneous shape after 2 dimensions. The detected shape was (5, 10) + inhomogeneous part.
```
### Versions

```shell
System:
    python: 3.11.1 (tags/v3.11.1:a7a450f, Dec  6 2022, 19:58:39) [MSC v.1934 64 bit (AMD64)]
executable: C:\Users\...\AppData\Local\Programs\Python\Python311\python.exe
   machine: Windows-10-10.0.19044-SP0

Python dependencies:
      sklearn: 1.2.2
          pip: 22.3.1
   setuptools: 65.5.0
        numpy: 1.24.1
        scipy: 1.10.0
       Cython: None
       pandas: 1.5.3
   matplotlib: 3.6.3
       joblib: 1.2.0
threadpoolctl: 3.1.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\.libs\libopenblas64__v0.3.21-gcc_10_3_0.dll
        version: 0.3.21
threading_layer: pthreads
   architecture: Haswell
    num_threads: 16

       user_api: openmp
internal_api: openmp
         prefix: vcomp
       filepath: C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\sklearn\.libs\vcomp140.dll
        version: None
    num_threads: 16

       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: C:\Users\...\AppData\Local\Programs\Python\Python311\Lib\site-packages\scipy.libs\libopenblas-802f9ed1179cb9c9b03d67ff79f48187.dll
        version: 0.3.18
threading_layer: pthreads
   architecture: Haswell
    num_threads: 16
```

COMMENT:
I got the same error and it's not a data problem. `asarray` is failing because obj[0] has shape (10,58,3228) and obj[1] has shape (10,59,3228) in my case. Therefore the second dimension is a mismatch. LogisticRegression is working fine, so it's probably an issue with the CV. Not sure how I could provide a data example here. @adrinjalali

Labels: Bug, module:linear_model