This gives a nice explanation of the penalty factor objective. Trevor recommends mixing the l1 and l2 together as in this article and penalizing the two together. I'm not sure if that's what we want though because we don't have an elastic net penalty.
This gives a nice explanation of the penalty factor objective. Trevor recommends mixing the l1 and l2 together as in this article and penalizing the two together. I'm not sure if that's what we want though because we don't have an elastic net penalty.