RL1 L2 Regularization in VA Models

[znhnm]

Hi all! Is it possible to apply regularization on models created in VA? Thanks!

[HarrySnart]

Hi @znhnm 

Yes it is possible for models that support L1 & L2 regularization. If you open up the Options panel on the model you've build in VA you should find it under the model hyperparameters. Note that the label is Ridge (L2) and Lasso (L1) and if you hover over it / select the help icon you can see the full description.

Hope this helps

Thanks

Harry