Description

The newly introduced tight tests for Ridge in #22910 together with the random seed fixture in #22749 revealed some shortcomings of the sag and saga solver:

1. It shows some random behavior even with fixed random seed.
2. The tol needs to be set much smaller to receive comparable results with the other solvers of Ridge.

Ideally, the cause for both issues can be identified and fixed.

Some links for context

#23014
#23017
#23026
#23152
#23177