`model_saving_strategy=best` does not work #767

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Run time

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Job	Run time
CI-testing (ubuntu-latest, 3.8, 2.3.0)	4m 43s
CI-testing (ubuntu-latest, 3.11, 2.3.0)	4m 41s
CI-testing (windows-latest, 3.8, 2.3.0)	7m 26s
CI-testing (windows-latest, 3.11, 2.3.0)	6m 10s
CI-testing (macOS-latest, 3.8, 2.3.0)	4m 22s
CI-testing (macOS-latest, 3.11, 2.3.0)	3m 20s
	30m 42s