Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
 All Pages
least_absolute_shrinkage


Compute the coefficients of a polynomial expansion by using the LASSO problem.

Specification

Alias: lasso

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.
Optional l2_penalty The $l_2$ pentalty used when performing compressed sensing with elastic net.

Description

Compute the coefficients of a polynomial expansion by using the LASSO problem.