Reduce Lasso test time

[cTatu]

Description

Reduces max iterations and dataset size for faster execution time

Type of change

• Bug fix (non-breaking change which fixes an issue)

How Has This Been Tested?

Please describe the tests that you ran to verify your changes. If you haven't added any test and it is relevant provide instructions so we can reproduce.

• I have tested it manually in a local environment & jenkins.

Reproduce instructions:

Checklist:

• My code follows the style guidelines of this project
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas.
• I have documented the public methods of any public class according to the guide styles.
• I have made corresponding changes to the documentation
• New and existing unit tests pass locally with my changes
• I have rebased my branch before trying to merge.

[codecov]

Codecov Report

Merging #415 (12e7eb6) into master (d532292) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master     #415   +/-   ##
=======================================
  Coverage   95.01%   95.01%           
=======================================
  Files          46       46           
  Lines        6376     6376           
=======================================
  Hits         6058     6058           
  Misses        318      318           

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