Lambda values on the regularization paths are not being implemented in the way that is recommended.
From the glmnet JSS paper, "select a minimum value λmin = ελmax, and construct a sequence of K values of λ decreasing from λmax to λmin on the log scale. Typical values are ε = 0.001 and K = 100."
Lambda values on the regularization paths are not being implemented in the way that is recommended.
From the glmnet JSS paper, "select a minimum value λmin = ελmax, and construct a sequence of K values of λ decreasing from λmax to λmin on the log scale. Typical values are ε = 0.001 and K = 100."