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test_pls.test_scale_and_stability failure #6279

@ogrisel

Description

@ogrisel

This is a bug revealed by enabling some missing tests as part of #6274. It occurs under Windows with Python 2.7.8 (64 bit) and numpy 1.9.3 with MKL.

https://ci.appveyor.com/project/sklearn-ci/scikit-learn/build/1.0.5133

======================================================================
FAIL: sklearn.cross_decomposition.tests.test_pls.test_scale_and_stability
----------------------------------------------------------------------
Traceback (most recent call last):
  File "C:\Python27-x64\lib\site-packages\nose\case.py", line 197, in runTest
    self.test(*self.arg)
  File "C:\Python27-x64\lib\site-packages\sklearn\cross_decomposition\tests\test_pls.py", line 347, in test_scale_and_stability
    assert_array_almost_equal(X_s_score, X_score)
  File "C:\Python27-x64\lib\site-packages\numpy\testing\utils.py", line 842, in assert_array_almost_equal
    precision=decimal)
  File "C:\Python27-x64\lib\site-packages\numpy\testing\utils.py", line 665, in assert_array_compare
    raise AssertionError(msg)
AssertionError: 
Arrays are not almost equal to 6 decimals

(mismatch 50.0%)
 x: array([[-1.337317, -0.041705],
       [-1.108472,  0.098154],
       [ 0.407632, -0.103084],
       [ 2.038158,  0.046634]])
 y: array([[-1.337317,  0.      ],
       [-1.108472,  0.      ],
       [ 0.407632,  0.      ],
       [ 2.038158,  0.      ]])

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