title: Make cv.glmnet select something between lambda.min and lambda.1se
body: <p>I'm training an Elastic Net model and am finding that <code>lambda.1se</code> is much higher than <code>lambda.min</code>, often the maximum lambda tested with zero features selected. I'm guessing that this is because my standard deviations are really large.</p>
  
  <p>Is there a way to make <code>cv.glmnet</code> select a value somewhere between <code>lambda.1se</code> and <code>lambda.min</code>?</p>
  
  <pre><code>x = matrix(rnorm(100 * 20), 100, 20) # not the actual data
  y = gl(2, 50)
  
  fit &lt;- cv.glmnet(
    x = x, y = y,
    family = "binomial",
    nfolds = nrow(x), grouped = F,
    standardize = T,
    alpha = 0.2
  )
  </code></pre>