SVD solver

[mathdugre]

Hi,

In my current project, my team needs to use RidgeRegression with an SVD solver. I implemented an initial version here, based on the sklearn implementation.

I also made an draft version for a RidgeRegressor to require an alpha parameters. However, I saw https://github.com/dask/dask-glm/pull/102 suggesting to move the estimator to https://github.com/dask/dask-ml/blob/main/dask_ml/linear_model/glm.py.

If there's interest in having the solver and estimator integrated into this project, I would be happy to work on it.

[milesgranger]

Ya, it's a good question. #102 is waiting review based on comments here where glm estimators have already been moved to dask-ml

cc @TomAugspurger @fjetter