How to perform elastic-net for a classification problem?

I am a noob and I have previously tackled a linear regression problem using regularised methods. That was all pretty straight forward but I now want to use elastic net on a classification problem.

I have run a baseline logistic regression model and the prediction scores are decent (accuracy and f1 score of ~80%). I know that some of my input features are highly correlated and I suspect that I am introducing multicollinearity, hence why I want to run an elastic net to see the impact on the coefficients and compare against the baseline.

I have done some googling and I understand I need to use SGDClassifier function for regularised logistics regression model. Is this the best way to perform this analysis and can anyone point me in the direction of a basic example with cross validation?

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