Fixes #6410 .

Description

• Add allow_skip switch let user determine if it is okay to skip some Algo
• Force the integration to test all algorithms, especially SegresNet2D

Types of changes

• Non-breaking change (fix or new feature that would not break existing functionality).
• New tests added to cover the changes.
• Integration tests passed locally by running ./runtests.sh -f -u --net --coverage.
• Quick tests passed locally by running ./runtests.sh --quick --unittests --disttests.
• In-line docstrings updated.
• Documentation updated, tested make html command in the docs/ folder.