Statistical Details for Advanced Controls
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.
Figure 5.7 Options for Tuning Parameter Grid Scale

Help created on 7/12/2018