I'm doing some research and want to get the best lambda with cross validation in python. For my dataset the R! package glmnet works pretty well, but I can not find out how it's implemented. There are so many parameters and even in the source code I can't find any lines where they perform CV. Does anyone know which approach they use?
I have found out that in default case they use 10 folds und also do standardization. Which kind of standardization? I would be very thankful if anyone can give me some more hints how they compute their lambda values.