### What changes were proposed in this pull request?
MNB/CNB/BNB use empty sigma matrix instead of null
### Why are the changes needed?
1,Using empty sigma matrix will simplify the impl
2,I am reviewing FM impl these days, FMModels have optional bias and linear part. It seems more reasonable to set optional part an empty vector/matrix or zero value than `null`
### Does this PR introduce any user-facing change?
yes, sigma from `null` to empty matrix
### How was this patch tested?
updated testsuites
Closes#26679 from zhengruifeng/nb_use_empty_sigma.
Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>