alpha option not found for kde plot with plotly
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Description
I've tried to run the Plotting_with_Plotly.ipynb notebook on the latest master branch.
I see the warning WARNING:param.main: alpha option not found for kde plot with plotly; similar options include: [] all over the place.
I believe this is confusing to (new) users and should be removed. Either by just removing the `alpha` argument from the example. Or adding support for `alpha`.
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