[Bug] Substantial slowdowns with scipy 1.15

[Balandat]

🐛 Bug

I have observed substantial slowdowns (at least 4X in some cases) in the tutorial runs (both for smoke test and regular execution) when using scipy 1.15.

It's not clear what causes this, but I was unable to reproduce this on my M1 Mac so it seems to be tied to something in the CI setup - possibly something with underlying numerical linalg libraries.

Runtimes in Nightly on 01/03/25 (using scipy 1.14.1):

Run python scripts/run_tutorials.py -p "$(pwd)"
Running tutorial(s) in standard mode.
This may take a long time...
Running tutorial GIBBON_for_efficient_batch_entropy_search.ipynb.
Running tutorial GIBBON_for_efficient_batch_entropy_search.ipynb took 19.36 seconds. Memory usage started at 46.421875 MB and the maximum was 1113.890625 MB.
Running tutorial Multi_objective_multi_fidelity_BO.ipynb.
Running tutorial Multi_objective_multi_fidelity_BO.ipynb took 149.58 seconds. Memory usage started at 46.421875 MB and the maximum was 777.238285 MB.
Running tutorial batch_mode_cross_validation.ipynb.
Running tutorial batch_mode_cross_validation.ipynb took 5.26 seconds. Memory usage started at 46.421875 MB and the maximum was 543.8984375 MB.
Running tutorial baxus.ipynb.
Running tutorial baxus.ipynb took 978.33 seconds. Memory usage started at 46.421875 MB and the maximum was 3127.25390625 MB.
Running tutorial bo_with_warped_gp.ipynb.
Running tutorial bo_with_warped_gp.ipynb took 237.89 seconds. Memory usage started at 46.421875 MB and the maximum was 556.265625 MB.
Running tutorial bope.ipynb.
Running tutorial bope.ipynb took 52 seconds. Memory usage started at 46.421875 MB and the maximum was 606.328125 MB.

Runtimes in Nightly on 01/04/25 (using scipy 1.15):

Run python scripts/run_tutorials.py -p "$(pwd)"
Running tutorial(s) in standard mode.
This may take a long time...
Running tutorial GIBBON_for_efficient_batch_entropy_search.ipynb.
Running tutorial GIBBON_for_efficient_batch_entropy_search.ipynb took 39.89 seconds. Memory usage started at 46.37109375 MB and the maximum was 1115.0 MB.
Running tutorial Multi_objective_multi_fidelity_BO.ipynb.
Running tutorial Multi_objective_multi_fidelity_BO.ipynb took 483.36 seconds. Memory usage started at 46.37109375 MB and the maximum was 772.97265625 MB.
Running tutorial batch_mode_cross_validation.ipynb.
Running tutorial batch_mode_cross_validation.ipynb took 6.00 seconds. Memory usage started at 46.37109375 MB and the maximum was 557.734375 MB.
Running tutorial baxus.ipynb.
Tutorial baxus.ipynb exceeded the maximum runtime of 30 minutes.
Running tutorial bo_with_warped_gp.ipynb.
Tutorial bo_with_warped_gp.ipynb exceeded the maximum runtime of 30 minutes.
Running tutorial bope.ipynb.
Running tutorial bope.ipynb took 219.32 seconds. Memory usage started at 46.37109375 MB and the maximum was 655.171875 MB.