Ridge path example shouldn't refer to Ridge as clf

[amueller]

http://scikit-learn.org/dev/auto_examples/linear_model/plot_ridge_path.html#sphx-glr-auto-examples-linear-model-plot-ridge-path-py

Should be reg, regressor, ridge or something like that.
Maybe also reinstantiate ridge in every iteration instead of using set_params?

[rishikksh20]

Something like that :

alphas = np.logspace(-10, -2, n_alphas)

coefs = []
for a in alphas:
    ridge = linear_model.Ridge(alpha=a,fit_intercept=False)
    ridge.fit(X, y)
    coefs.append(ridge.coef_)

[lesteve]

@rishikksh20 this looks fine, please open a PR to discuss your changes further.