Warning on config "optimization.fuse.ave-width" w/ solver="lbfgs"

[stsievert]

What happened:
When I set solver=lbfgs, I get a warning:

/Users/scott/anaconda3/lib/python3.8/site-packages/dask/config.py:588: UserWarning: Configuration key "fuse_ave_width" has been deprecated. Please use "optimization.fuse.ave-width" instead

What you expected to happen:
I did not expect this warning.

Minimal Complete Verifiable Example:

from sklearn.datasets import make_classification
from dask_ml.linear_model import LogisticRegression

X, y = make_classification()
est = LogisticRegression(solver="lbfgs")
est.fit(X, y)

Environment:

• Dask-ML: 1.9.0
• Python version: 3.8.8
• Operating System: macOS
• Install method (conda, pip, source): ?

[stsievert]

I suspect this code is relevant:

dask-glm/dask_glm/algorithms.py

Line 358 in 1daf4c5

with dask.config.set(fuse_ave_width=0): # optimizations slows this down