Issue title: Tutorial demonstrating sparsity
 Issue body: Should be able to tie this up with seminar talk in a couple of weeks so I get it for free
 Comments: 
 Comment 0: Need to return the score on each fold from hyperparameter tuning in the table
{'source': 'GithubIssues', 'repo_name_with_owner': 'jameschapman19/cca_zoo', 'issue_id': 917917456, 'repo_stars': 113.0}