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Dual problem formulation approach is not mentioned in Ridge solvers #34807

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@david-cortes-intel

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Describe the issue linked to the documentation

ref uxlfoundation/scikit-learn-intelex#3377

Depending on the shape of the data, Ridge might apply solvers to a dual formulation of the problem instead of the primal, which has different properties, but this is not made clear in the docs:
https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Ridge.html

Suggest a potential alternative/fix

Documentation should be explicit about behavior in solvers such as which problem formulation they apply it to.

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