FIX: addressing Coverity hits on Ridge

[DDJHB]

Description

This PR addresses Coverity hits on Ridge such as rule of 3 and copy without assign.

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PR completeness and readability

• I have reviewed my changes thoroughly before submitting this pull request.
• I have commented my code, particularly in hard-to-understand areas.
• I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have added a respective label(s) to PR if I have a permission for that.
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• I have run it locally and tested the changes extensively.
• All CI jobs are green or I have provided justification why they aren't.
• I have extended testing suite if new functionality was introduced in this PR.

Performance

• I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
• I have provided justification why performance has changed or why changes are not expected.
• I have provided justification why quality metrics have changed or why changes are not expected.
• I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

[DDJHB]

/intelci: run