Add notebooks to "Regularization in linear model" section

At the risk of making the module on linear models too long, I still have the feeling that the "Regularization in linear model" section could have an exercise on regression and/or a notebook on classification. My proposal is this:

- Add a completely new notebook on regression
- Transform the current classification exercise into a notebook
- Add a new exercise on classification to replace the previous one

I think we can showcase how the optimal regularization parameter depends on the `scoring` metric passed to the grid/random search. This can be the new exercise for either regression or classification.