[MNT] Tidy up classification and regression tests

[MatthewMiddlehurst]

Tidies up the general testing checks for classification and regression.
This includes adding new tests to regression which were in classification previously, but did not have a regression variation.
Expands on the interval_based tests for both, and consolidates them into fewer files.

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I have added the following labels to this PR based on the title: [ $\color{#EC843A}{\textsf{maintenance}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#2C2F20}{\textsf{testing}}$ ], however some package labels are already present.

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