Dakota Reference Manual
Version 6.4
LargeScale Engineering Optimization and Uncertainty Analysis

Use cross validation to choose the 'best' polynomial order of a polynomial chaos expansion.
Alias: none
Argument(s): none
Required/Optional  Description of Group  Dakota Keyword  Dakota Keyword Description  

Optional  noise_only  Restrict the cross validation process to estimating only the best noise tolerance. 
Use cross validation to choose the 'best' polynomial degree of a polynomial chaos expansion. 10 fold cross validation is used to estimate the cross validation error of a totalorder polynomial expansion for orders 1 through to order. The order chosen is the one that produces the lowest cross validation error. If there are not enough points to perform 10 fold cross validation then oneatatime cross validation will be performed.