Warning on config "optimization.fuse.ave-width" w/ solver="lbfgs"

**What happened**:
When I set `solver=lbfgs`, I get a warning:

> /Users/scott/anaconda3/lib/python3.8/site-packages/dask/config.py:588: UserWarning: Configuration key "fuse_ave_width" has been deprecated. Please use "optimization.fuse.ave-width" instead

**What you expected to happen**:
I did not expect this warning.

**Minimal Complete Verifiable Example**:

```python
from sklearn.datasets import make_classification
from dask_ml.linear_model import LogisticRegression

X, y = make_classification()
est = LogisticRegression(solver="lbfgs")
est.fit(X, y)
```

**Environment**:

- Dask-ML: 1.9.0
- Python version: 3.8.8
- Operating System: macOS
- Install method (conda, pip, source): ?