Parameters | Predictive Modeling | L2 Regularization Parameter

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:
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