Dear Colleagues

I found the following link: https://lifelines.readthedocs.io/en/latest/Survival%20Regression.html

that gives code for adding Penalties and sparse regression to cox regression model.

The code is :cph = CoxPHFitter(penalizer=0.1, l1_ratio=1.0)

My question, What is the best way to identify the value of the penalizer?

Can I choose the value of best alpha as in this scikit link and set the value of alpha as the value of the penalizer?:

https://scikit-survival.readthedocs.io/en/stable/user_guide/coxnet.html

Thank you very much

Looking forward to hearing back from you