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Wendy commented: Customers were trying to build models using lambda_search. However, when they tried to build individual GLM model using the same lambda values used in lambda_search, they get back GLM coefficients that are slightly different. The reason is because unless they customers specify cold_start=True, models built using lambda_search is generated by warm start. This means that each model is built using information from the previous model. Hence, to ensure that models built with lambda_search and from individual GLM using the same set of lambda values are the same, set the GLM parameter cold_start=True.
In addition, customers are asking to be able to access the max and min lambda values calculated for lambda_search directly. I added them to modelOutput.
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