Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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least_angle_regression


Compute the coefficients of a polynomial expansion by using the greedy least angle regression (LAR) method.

Specification

Alias: lars

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional noise_tolerance The noise tolerance used when performing cross validation in the presence of noise or truncation errors.

Description

Compute the coefficients of a polynomial expansion by using the greedy least angle regression (LAR) method.