## Description
My PR failed CI on an unrelated unittest.
http://jenkins.mxnet-ci.amazon-ml.com/blue/organizations/jenkins/incubator-mxnet/detail/PR-12426/4/pipeline
```
test_contrib_svrg_module.test_fit ...
Error running unittest
At C:\jenkins_slave\workspace\ut-python-cpu\ci\windows\test_py2_cpu.ps1:24
char:13
+ if (! $?) { Throw ("Error running unittest") }
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : OperationStopped: (Error running unittest:String
) [], RuntimeException
+ FullyQualifiedErrorId : Error running unittest
script returned exit code 1
```
[ Full content available at:
https://github.com/apache/incubator-mxnet/issues/12510 ]
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