`class_weight` was deprecated to be removed in 0.13, and was left in (but unused) by mistake, from the looks of things:
* at 0.12: https://github.com/scikit-learn/scikit-learn/blob/0.12/sklearn/linear_model/ridge.py#L806
* incomplete removal: https://github.com/scikit-learn/scikit-learn/commit/35704c835123f607e8714c0e357b8a294c764b7a#sklearn/linear_model/ridge.py