from sklearn.linear_model import Lasso
from sklearn.preprocessing import MinMaxScaler
scaler = MinMaxScaler()

X_train, X_test, y_train, y_test = train_test_split(X_data, y_data,
                                                   random_state = 0)

X_train_scaled = scaler.fit_transform(X_train)
X_test_scaled = scaler.transform(X_test)

linlasso = Lasso(alpha=2.0, max_iter = 10000).fit(X_train_scaled, y_train)