[WIP] first docstrings for linear model

[david26694]

Before working on a large PR, please check with @FBruzzesi or @koaning to confirm that they agree with the direction of the PR. This discussion should take place in a Github issue before working on the PR, unless it's a minor change like spelling in the docs.

Description

Please include a summary of the change and which issue is fixed. Please also include relevant motivation and context.

Fixes #(issue)

Type of change

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist:

• My code follows the style guidelines (ruff)
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation (also to the readme.md)
• I have added tests that prove my fix is effective or that my feature works
• I have added tests to check whether the new feature adheres to the sklearn convention
• New and existing unit tests pass locally with my changes

If you feel your PR is ready for a review, ping @FBruzzesi or @koaning.