Can't seem to perform a gridsearch on a logistic regression using an l1 penalty.
reg = LogisticRegressionCV(cv=5,random_state=42, solver='liblinear',penalty='l1')
grid = {'C': [0.001, 0.01, 0.05, 0.1, 1, 10, 100]}
grid_search = GridSearchCV(reg, param_grid=grid)
grid_search.fit(X_train, y_train)
grid_search.cv_results_['mean_test_score']