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[ENH] address long test run times #603

Description

@fkiraly

Currently a single CI job of the default test run takes ca 1 hour.

This should be reviewed and shortened, for example:

  • can we change test parameters to run faster, e.g., number of epochs or size of data?
  • can we reduce the number of tests across models?
  • can we reduce the number of fixture combinations, changing to a blocked design instead of a cartesian product

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