> What is the optimum range to look for a value of lambda while doing ridge
> regression. Can/ should lambda be greater than 1 ?
-- I think it's data dependent, but lambda can certainly be greater than one.
For many ridge regression problems you can choose lambda `objectively' by
generalized cro
Hi,
What is the optimum range to look for a value of lambda while doing ridge
regression. Can/ should lambda be greater than 1 ?
I have conflicting (or what appears conflicting to me) sources that use lambda
>= 0, without any upper limit, but that makes the search space infinite.. right
??
So
