ENH: rng local to tests

Elsewhere individual tests may not be reproducible
TEST: add a test of sample weights
TST: improve last test
BUG: fix sample_weights in ridge
BUG: shape bug in tests
BUG: fix sample weights in ridge

The simple test_ridge_sample_weights now passes
BUG: Ridge: sample_weights in intercept
TST/BUG: test_common sample_weights in ridge

And fix a bug that the test_common detected