Fixes the test_sgld (#14473)
Fixes the test_sgld (#14473)

* fix the test_sgld

* retrigger CI

larroy/mxnet,leezu/mxnet,larroy/mxnet,reminisce/mxnet,yajiedesign/mxnet,sxjscience/mxnet,ForkedReposBak/mxnet,szha/mxnet,reminisce/mxnet,apache/incubator-mxnet,eric-haibin-lin/mxnet,larroy/mxnet,ForkedReposBak/mxnet,reminisce/mxnet,ForkedReposBak/mxnet,zhreshold/mxnet,zhreshold/mxnet,eric-haibin-lin/mxnet,DickJC123/mxnet,sxjscience/mxnet,DickJC123/mxnet,larroy/mxnet,leezu/mxnet,szha/mxnet,larroy/mxnet,yajiedesign/mxnet,eric-haibin-lin/mxnet,larroy/mxnet,leezu/mxnet,szha/mxnet,tlby/mxnet,tlby/mxnet,leezu/mxnet,tlby/mxnet,szha/mxnet,sxjscience/mxnet,yajiedesign/mxnet,sxjscience/mxnet,tlby/mxnet,zhreshold/mxnet,ForkedReposBak/mxnet,sxjscience/mxnet,eric-haibin-lin/mxnet,reminisce/mxnet,yajiedesign/mxnet,eric-haibin-lin/mxnet,reminisce/mxnet,reminisce/mxnet,apache/incubator-mxnet,eric-haibin-lin/mxnet,tlby/mxnet,ForkedReposBak/mxnet,ForkedReposBak/mxnet,leezu/mxnet,reminisce/mxnet,eric-haibin-lin/mxnet,sxjscience/mxnet,reminisce/mxnet,leezu/mxnet,yajiedesign/mxnet,zhreshold/mxnet,ForkedReposBak/mxnet,yajiedesign/mxnet,ForkedReposBak/mxnet,eric-haibin-lin/mxnet,szha/mxnet,larroy/mxnet,tlby/mxnet,DickJC123/mxnet,sxjscience/mxnet,leezu/mxnet,apache/incubator-mxnet,apache/incubator-mxnet,DickJC123/mxnet,leezu/mxnet,yajiedesign/mxnet,szha/mxnet,leezu/mxnet,szha/mxnet,eric-haibin-lin/mxnet,reminisce/mxnet,yajiedesign/mxnet,yajiedesign/mxnet,zhreshold/mxnet,larroy/mxnet,reminisce/mxnet,zhreshold/mxnet,szha/mxnet,sxjscience/mxnet,zhreshold/mxnet,tlby/mxnet,sxjscience/mxnet,szha/mxnet,zhreshold/mxnet,tlby/mxnet,ForkedReposBak/mxnet,tlby/mxnet,zhreshold/mxnet,tlby/mxnet,larroy/mxnet