t using alpha to multiply the
regularizer, instead I'm using C to multiply the loss. That's mostly because that's how it's done
in scikit-learn and it has only historic reasons. The idea is exactly the same, only now C is 1 over alpha.
So large C means heavy weight to the loss, means little regularization, while small C means less weight on the
loss, means strong regularization.

Depending on the model, there might be a factor of n_samples in there somewhere. Usually we try to make
the objective as independ