Consider making solver and penalty grid-searchable for LogisticRegression

[desilinguist]

LogisticRegresssion now supports many solvers:

Perhaps we should consider making the solver grid-searchable (and perhaps also the penalty option)?

[desilinguist]

At the very least, we should point the user to the documentation for the various solvers so that they can make their own decisions and implement either via fixed_parameters or param_grids.