Standardize vs. normalize in linear models. We need an example as explained [here](https://github.com/scikit-learn/scikit-learn/issues/2601#issuecomment-148071040). One can take inspiration from this [gist](https://gist.github.com/GaelVaroquaux/2465c9f3421a393b785f). @GaelVaroquaux could you add the relevant labels please?