[scikit-learn] Use of Scaler with LassoCV, RidgeCV

[Brenet, Yoann]

Hi all,

I was trying to use scikit-learn LassoCV/RidgeCV while applying a 'StandardScaler' on each fold set. I do not want to apply the scaler before the cross-validation to avoid leakage but I cannot figure out how I am supposed to do that with LassoCV/RidgeCV.

Is there a way to do this ? Or should I create a pipeline with Lasso/Ridge and 'manually' search for the hyper-parameters (using GridSearchCV for instance) ?

Many thanks.

Yoann
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