alpha is the strength of the regularizer and l1_ration is the mixing
weight. "lambda" is a reserved keyword in python, hence the use of
alpha instead. But this is very confusing and I which we had used a
common English name like "penalty_strength" instead.

http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.ElasticNet.html#sklearn.linear_model.ElasticNet

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