Fix Windows log/warnings issue #586
Merged
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Addresses #579.
Because of an issue with the way we were computing correlation, the log/warnings behavior was reacting differently on Windows vs *nix. So, this PR just makes the test use a different objective that wouldn't issue the same warning. Also, an issue will be made to deal with log/warnings behavior when
grid_search_jobsis greater than 1 in unit tests (see #587).