TST Fix test_frozen.py not thread safe - #34449
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Found by the lock file bump for free-threaded: https://github.com/scikit-learn/scikit-learn/actions/runs/28772508237/job/85309154191?pr=34406
request.getfixturevalueis not thread safe.Anyway, the fixtures in this file are probably not used as expected. By default they are function scoped so the wrapped function (make_regression, make_classification) is called for every test and every parametrization. It means that there's also a possible race condition when a fixture is used in 2 tests when the 2 tests are called at the same time and the fixture is being setup concurrently by 2 threads.
Since the fixtures are just one liners that wrap a function call that is very fast and doesn't use a lot of memory, I think we can simply remove the fixtures and call the dataset generators directly. This is guaranteed to be thread safe.
Another option could be to scope the fixture for the session and make sure they are setup in an eager way (
autouse=Truedoes that I believe), but it doesn't seem necessary here and I'd rather go for the more simple way.