Thank you, Olivier. Just to clarify: you say
You can control the centering with `normalize=True` flag of the ElasticNet class (or any other linear regression model).I've noticed people use the term "normalize" in different ways. In the case of the `normalize=True` flag of the linear models, does it mean both scaling samples to have unit norm and centering them to have mean zero? If so, this is inconsistent with the usage in, say, the preprocessing module, where "normalization" refers only to scaling to unit norm, and the word "standardization" is used to refer to doing both (although the function to standardize is scale(), and "scale" seems more naturally associated with normalization, in my mind). Because of this, I had supposed that the `normalize=True` flag did not determine centering.
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