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memory leak using SVR #1869

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@montagne5641

Description

When using SVR with patch, a memory leak occurs every time an assignment is made repeatedly with for.
This does not occur if patch is not used.
Similar issues have been reported previously with SVC, and daal4py was suggested as an alternative at the time. However, SVR does not support daal4py.
Is it possible to address the memory leak?

#-----------------------------------------------------
use_intelex =1

if use_intelex==1:
from sklearnex import patch_sklearn
patch_sklearn()

from sklearn.svm import SVR
import numpy as np

X = np.random.randint(10, size=(1000,500))
y = np.random.randint(2, size=(1000))

for i in range(10000):
results = SVR().fit(X,y)
#-----------------------------------------------------

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