[MRG] DOC FIX: multi-target linear model attribute shapes

I have two concerns.

-  The `ElasticNetCV` and derivated classes only select one point in hyperparameter space.  It's not documented, and honestly I don't know at the moment how this point is selected when y is multi-target.  I would expect it to be the overall best one over all targets.

- The `least_angle` based classes do not document the `alphas_`, `active_` and `coef_path_` parameters, and as they are they can't be easily documented. Even the `lars_path` function misdocuments them as being shaped after `max_features` which is not true in the case of early stopping or especially in the case of lasso where features can be removed.

I might not have time to do this the following few days but if nobody else can spare the time and it's holding back the release please ping me to do it.