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chore: Add tests for data_source parameter and the display of ComparisonReport #1747

@glemaitre

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@glemaitre

What would you like to say?

At least for ROC curve, it seems that we don't check the possibility to pass data_source while it is supported in ComparisonReport.

We should improve it.

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chore 🚧Maintenance and internal enhancement work to be donegood first issueGood for newcomers

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