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**New features:**
* The :meth:`linear_predictor` and :meth:`predict` methods of :class:`~glum.GeneralizedLinearRegressor` and :class:`~glum.GeneralizedLinearRegressorCV`
gain an ``alpha`` parameter (in complement to ``alpha_index``). Moreover, they are now able to predict for multiple penalties.
**Other:**
* Methods of :class:`~glum._link.Link` now consistently return NumPy arrays, whereas they used to preserve pandas series in special cases.
* Don't list ``sparse_dot_mkl`` as a runtime requirement from the conda recipe.
* The minimal ``numpy`` pin should be dependent on the ``numpy`` version in ``host`` and not fixed to ``1.16``.