Change the "lambda" hyperparameter in grid search for GLM to "lambda_"

[arunaryasomayajula]

Is your feature request related to a problem? Please describe.
State Farm is complaining that they need the "lambda_" parameter from GLM to be the same nomenclature as "lambda" in grid search for GLM as it breaks their automation pipeline.
Describe the solution you'd like
Change the "lambda" parameter in grid search to "lambda_" and change documentation to reflect it.
Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered, if applicable.

Additional context
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H2O.ai Devs only
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