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> Pardon me but aren't we using the entire grid i.e for each l1_ratio , The docstring used to say, The grid of alphas used for fitting. Would it make sense just to set it for the best_l1_ratio ?
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hum... for each l1_ratio you generate lets say 100 alphas so fit only 100
models for each alpha. The idea is that the alpha grid is function of
l1_ratio