SGDRegressor gradient clipping #30448
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Hello! This is my first pull request and I would love any feedback you have.
This pull request implements gradient clipping as a user-facing parameter for SGDRegressor (#30113).
I added a parameter to the SGDRegressor class and added logic to clip the norm of the gradient with respect to weights (according to what was defined in #30113).
I wrote tests that test the correctness of the math and test that when the parameter is default or set to 0 nothing is changed, made sure that tests pass, that the documentation was updated correctly, and added a news fragment.