sklearn compatibility tests fail for `KernelPCovR`

[PicoCentauri]

When running the testsuite locally (MacOS) I get sometimes (reproducible) errors on

tests/test_check_estimators.py::test_sklearn_compatible_estimator[KernelPCovR()-check_fit_idempotent]

The test is verifying that results are the same if the fit method is run twice on the same input. The code is located here

https://github.com/scikit-learn/scikit-learn/blob/66fbe2dcf91d8f9ff3e827856fb2e4f90b57ddc2/sklearn/utils/estimator_checks.py#L4334