Change default copy value from True to None

A fair amount of estimators currently have copy=True (or copy_X=True) by default. In practice, this means that the code looks something like,

X = check_array(X, copy=copy)

and then some other calculations that may change or not X inplace. In the case when the following operations are not done inplace, we have just made a wasteful copy with no good reason.

As discussed in https://github.com/scikit-learn/scikit-learn/issues/13923, an example is for instance Ridge(fit_intercept=False) that will copy X, although it is not needed. Actually, I can't find any inplace operations of X in Ridge even with fit_intercept=True, but maybe I am missing something. (found it)

I think in general it would be better to avoid the,

X = check_array(X, copy=copy)

pattern, and instead make a copy explicitly where it is needed. Maybe it could be OK to not make a copy with copy=True if no copy is needed. Alternatively we could introduce copy=None by default.

Adding a common test that checks that Estimator(copy=True).fit(X, y) doesn't change X.

Start by auditing estimators that use copy=True or copy_X=True and their check_array calls, using Ridge(fit_intercept=False) as the example. Review issue #13923 and identify where in-place operations occur. Done means the default-copy approach is resolved consistently and a common test verifies that Estimator(copy=True).fit(X, y) does not change X.