FIX don't put data in source dir in bench_covtype

When running under a tool such as @fabianp's profiler yep,
dirname(__file__) is the location of the tool's __main__.py
instead of the benchmarks directory.

Also, we shipped a tarball containing a large dataset before.
Test primal-dual relationship in Ridge.
More robust test for sample_weight in Ridge.
fix: remaining time not currectly computed
Merge pull request #2753 from pprett/gbrt-verbose-remaining-time

fix: remaining time not currectly computed
OPTIM MSE criterion
OPTIM more optimisation of mse
OPTIM more optimisation of mse

COSMIT
ENH use memset instead of for loop
Typo
Update what's new