Is it a valid method to “brute force” the alpha value for an elastic net? What I mean is trying alpha = .1, .2, .3, .4 and so on to 1.0 and looking at the highest R-squared value of each and choosing the corresponding alpha to use for the model going forward? If so, is R2 the best metric to use to determine the best alpha?
This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.
If you have a query related to it or one of the replies, start a new topic and refer back with a link.