I don't know much about how this has worked in the past (I've not really used this module), and haven't understood why varying alphas per l1 didn't apply previously.

So I can say: absolutely don't ravel it. And if `mse_path_` is a function of l1s and alphas, then we need to know all of the l1s and all of the alphas. If only one l1 is given, I think `alphas_` should be a 1d-array, but then I don't know why you wouldn't do the same squeezing on `mse_path_`.

I'd be happy to see a 2d array, iff there are multiple l1s, but it may need a warning attached for a couple of releases (?).