sklearn.svm.SVR use more RAM memory on newer versions

### Describe the bug

Hi, I've previously reported a bug that [RandomForestClassifier](https://github.com/scikit-learn/scikit-learn/issues/24124) consumes more memory on newer versions, and I've also noticed that the svm API also consumes more memory on newer versions. The detailed test information is as follows.
|Memory| Version|
|--|--|
|274MB|1.0.1|
|276MB|0.20.3|
|180MB|0.19.2|


### Steps/Code to Reproduce

[Download dataset](https://drive.google.com/drive/folders/1tI0h0ZoL8bnvlZyVsa0-QPdKTcrZ_kVv?usp=sharing)

```python
import math
import pandas as pd
import numpy as np
import random
import torch
from sklearn.svm import SVR
from sklearn.ensemble import BaggingRegressor

def random_init(**kwargs):
    random.seed(kwargs['seed'])
    np.random.seed(kwargs['seed'])
    torch.manual_seed(kwargs['seed'])
    torch.cuda.manual_seed(kwargs['seed'])
    torch.backends.cudnn.deterministic = True
def load_data(df,cv=False,target=False,**kwargs):
    num_samples = len(df)
    sample_size = sum([len(args['categories'][c]) for c in args['categories']]) + len(args['num_feats'])
    dataset = torch.zeros((num_samples,sample_size),dtype=torch.float)
    idx = 0
    for c in args['cat_feats']:
        for i in range(len(args['categories'][c])):
            dataset[np.array(df[c])==args['categories'][c][i],idx] = 1.0
            idx += 1
    for n in args['num_feats']:
        dataset[:,idx] = torch.from_numpy(np.array(df[n]))
        idx += 1
    if target:
        targets = torch.from_numpy(np.array(df['target']))
    else:
        targets = None
    
    if cv == False:
        return dataset, targets

    idx = [i for i in range(num_samples)]
    random.shuffle(idx)
    trainset = dataset[idx[0:int(num_samples*(1-kwargs['cv_percentage']))]]
    traintargets = targets[idx[0:int(num_samples*(1-kwargs['cv_percentage']))]]
    validset = dataset[idx[int(num_samples*(1-kwargs['cv_percentage'])):]]
    validtargets = targets[idx[int(num_samples*(1-kwargs['cv_percentage'])):]]
    return trainset, validset, traintargets, validtargets  
def get_stats(trainset):
    mean = torch.mean(trainset,dim=0)
    std = torch.std(trainset,dim=0)
    for i in range(trainset.shape[1]):
        if ((trainset[:,i]==0) | (trainset[:,i]==1)).all():
            mean[i] = 0.5
            std[i] = 1.0
    return mean, std
#Global arguments
args = {
    'cv_percentage': 0.1,
    'seed': 0,
    }
# Load data
random_init(**args)
train_data = pd.read_csv('train.csv')
test_data = pd.read_csv('test.csv')
args['cat_feats'] = [c for c in np.sort(train_data.columns) if 'cat' in c]
args['num_feats'] = [c for c in np.sort(train_data.columns) if 'cont' in c]
args['categories'] = {c: np.unique(train_data[c]) for c in args['cat_feats']}
testset, _ = load_data(test_data,cv=False,target=False,**args)
trainset, validset, traintargets, validtargets = load_data(train_data,cv=True,target=True,**args)
args['mean'],args['std'] = get_stats(trainset)
val_pred = {}
test_pred = {}
# Bagged SVRs
import tracemalloc
tracemalloc.start()
print('Bagged SVRs...')
# 0.19.2 180MB
# 0.20.3 276
# SVR arguments
args = {**args,**{
    'kernel': 'linear',
    'n_estimators': 3,
    'max_samples': 20000,
    'max_features':50
    }}
random_init(**args)
svrs = BaggingRegressor(SVR(kernel=args['kernel'],C=1.0, epsilon=0.2),
                        n_estimators=args['n_estimators'],max_samples=args['max_samples'],max_features=args['max_features'])
svrs.fit(((trainset-args['mean'])/args['std']).numpy(),traintargets.numpy())
val_pred['svrs'] = svrs.predict(((validset-args['mean'])/args['std']).numpy())
test_pred['svrs'] = svrs.predict(((testset-args['mean'])/args['std']).numpy())
currentSVR, peakSVR = tracemalloc.get_traced_memory()
print("SVR current memory usage is {",currentSVR /1024/1024,"}MB; SVR Peak memory was :{",peakSVR / 1024/1024,"}MB")
```

### Expected Results

same memory usage

### Actual Results

new version use more memory.

### Versions

```shell
1.0.1, 0.20.3, 0.19.2
```

COMMENT:
Could be connected to #8361 and calculating `var` on entire dataset when `gamma=scale`. If true, I don't think there is anything that could be done

Labels: Bug, module:svm, Needs Investigation