Add sample_weight for Ridge

[lowener]

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[github-actions]

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[cjnolet]

PR looks good overall. Suggesting just a couple very minor things but I think it's likely this can make it into 22.06.

[cjnolet]

rerun tests

[cjnolet]

rerun tests

[lowener]

rerun tests

[lowener]

Encountered this CI error:
cuml.tests.test_kernel_ridge.test_pairwise_kernels (from pytest)

test_kernel_ridge.py:177: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

kernel_arg = ('cosine', {}), XY = (array([[7.940934e-23]], dtype=float32), None)

    @given(kernel_arg_strategy(), array_strategy())
    @settings(deadline=None)
    def test_pairwise_kernels(kernel_arg, XY):
        X, Y = XY
        kernel, args = kernel_arg
        K = pairwise_kernels(X, Y, metric=kernel, **args)
        skl_kernel = kernel.py_func if hasattr(kernel, "py_func") else kernel
        K_sklearn = skl_pairwise_kernels(
            *as_type('numpy', X, Y), metric=skl_kernel, **args)
>       assert np.allclose(as_type('numpy', K), K_sklearn, atol=0.01, rtol=0.01)
E       AssertionError: assert False
E        +  where False = <function allclose at 0x7f9a3c0a2940>(array([[1.]], dtype=float32), array([[1.1250001]], dtype=float32), atol=0.01, rtol=0.01)

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[cjnolet]

@gpucibot merge