I am trying to fit a ridge regression model on a dataset, I want to find the best alpha that minimizes the error. I am using RidgeCV, however what would be the optimal range of alpha values to test.
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Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. – Community Oct 26 '22 at 03:18
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Duplicate of https://stats.stackexchange.com/questions/112056/whats-the-typical-range-of-possible-values-for-the-shrinkage-parameter-in-penal?rq=1 – fm361 Oct 26 '22 at 07:14