Dual problem formulation approach is not mentioned in Ridge solvers

Introduce yourself

No response

Describe the issue linked to the documentation

ref https://github.com/uxlfoundation/scikit-learn-intelex/issues/3377

Depending on the shape of the data, Ridge might apply solvers to a dual formulation of the problem instead of the primal, which has different properties, but this is not made clear in the docs: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Ridge.html

Suggest a potential alternative/fix

Documentation should be explicit about behavior in solvers such as which problem formulation they apply it to.