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Some algorithms currently store a reference to the data at fit time (having a self.X_
attribute for instance). According to scikit-learn guidelines (https://scikit-learn.org/stable/developers/contributing.html#fitting), we should avoid this:
Note that the model is fitted using X and y, but the object holds no reference to X and y. There are, however, some exceptions to this, as in the case of precomputed kernels where this data must be stored for use by the predict method.
If we really need all the data we could maybe store a copy of X but I don't think it is the case in metric-learn's algorithms
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