[RLlib] Fix cov matrix bug bandits

[kouroshHakha]

Why are these changes needed?

To fix the revert. #29846

Related issue number

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• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
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  • This PR is not tested :(

[kouroshHakha]

let's see if this one fixes the issue. @gjoliver

[kouroshHakha]

@gjoliver The CI machines are extremely slow. The test_bandit takes 3 min on my laptop to run, on CI it takes 700 seconds.

[gjoliver]

@gjoliver The CI machines are extremely slow. The test_bandit takes 3 min on my laptop to run, on CI it takes 700 seconds.

did we mark it exclusive?? I found that for almost all tests the require a ray cluster, we should mark them exclusive.

[kouroshHakha]

@gjoliver The CI machines are extremely slow. The test_bandit takes 3 min on my laptop to run, on CI it takes 700 seconds.

did we mark it exclusive?? I found that for almost all tests the require a ray cluster, we should mark them exclusive.

This should not need a cluster. It's just extremely slow for some unknown reason.

[gjoliver]

test failures are known.