L2 Regularization Parameter

Use this option to specify the value (between 0 and 1) used to multiply the L2 penalty term in ElasticNet.

L2 corresponds to a multiplier on a regularization term that is a norm on the regression coefficients, and is the sum of squares. L2 is specified only when you want to directly specify this multiplier.

When a value of 0 is specified, this parameter is estimated via some other means. Refer to the SAS PROC GLMSELECT documentation has more details.

To Specify the L2 Regularization Parameter:

Select ElasticNet as the Model Selection Method.

Either enter the desired value in the text field or move the slider to the right or to the left to specify a value.

Tip: To change the scale of the slider, right-click on the slider and select Rescale Slider from the pop-up menu. Change the upper and/or lower boundaries in the window that appears, to rescale the slider and click OK.