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, perhaps my question is: is there an upper limit to lambda. Does the value of lambda convey something about my data ?

Thanks a lot,
Sikander

       
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