docstr: Factory class to train a `LinearModel` with SGD
  (`sgd_train_linear_model`) whilst setting appropriate parameters to
  optimize for ridge regression loss. This optimizes L2 loss + alpha * L1
  regularization.
  
  Please note that with SGD it is not guaranteed that weights will
  converge to 0.
code: def __init__(self, **kwargs) -> None:
      r"""
      Factory class to train a `LinearModel` with SGD
      (`sgd_train_linear_model`) whilst setting appropriate parameters to
      optimize for ridge regression loss. This optimizes L2 loss + alpha * L1
      regularization.
  
      Please note that with SGD it is not guaranteed that weights will
      converge to 0.
      """
      super().__init__(**kwargs)
  
imports: from typing import Callable, cast, List, Optional
  import torch.nn
  from captum._utils.models.model import Model
  from torch import Tensor
  from torch.utils.data import DataLoader
label_desc: Use image node_id 1 to create a new SGDLasso object from inherited base classes: SGDLinearModel with example: obj = SGDLasso()