I don't think that is related whether the formula has a penalty or not. But you mentioned that a, a1, ... are in Loss column, but defined in Model column, that does not look workable to me. Can you write the entire thing as a single formula, i.e. without the middle step of creating "Model" column?
Such as, instead of write Model using a formula like xyz, you write a Loss column like this:
Parameter({a=1, a1=2, ...}, (Y - xyz)^2 + lambda * (..... )^2 )
And then you feed this column directly into Loss.