The lower bound is zero except in special cases where it is set to 0.0001. See Tuning Parameter. When the lower bound for the tuning parameter is zero, the solution is unpenalized and the coefficients are the MLEs. The upper bound is the smallest value for which all of the non-intercept terms are zero.

In some cases, there is a large gap between the unpenalized estimates and the previous step. This large gap can distort the solution path. The log scale focuses its search on small tuning parameter values with few large values, whereas the linear scale evenly disperses the search from the minimum to the maximum value. The square root scale is a compromise between the other two scales. Figure 5.7 shows the different grid scales.