<!-- Before submitting a bug, please make sure the issue hasn't been already addressed by searching through the past issues. --> #### Describe the bug <!-- A clear and concise description of what the bug is. --> Currently the sample_weight vector is normalized in-place in [`ElasticNet.fit`](https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_model/_coordinate_descent.py#L793). This came up in the review of PR #19004. It should probably be copied unless `copy_X=False` .