Unit-tests on Linux

[WIP] Compute lp during loss execution #3950

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Run time

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Job	Run time
tests-cpu (3.11) / linux-job	36m 40s
tests-cpu (3.10) / linux-job	37m 50s
tests-cpu (3.12) / linux-job	38m 57s
tests-cpu (3.9) / linux-job	38m 41s
tests-cpu-oldget (3.12) / linux-job	38m 58s
tests-gpu (3.11, 12.1) / linux-job	58m 53s
tests-olddeps (3.8, 11.6) / linux-job	45m 51s
tests-stable-gpu (3.10, 11.8) / linux-job	1h 2m 57s
tests-optdeps (3.11, 12.1) / linux-job	38m 47s
	6h 37m 34s