least_absolute_shrinkage

---

• Keywords Area
• method
• polynomial_chaos
• expansion_order_sequence
• collocation_ratio
• 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 pentalty used when performing compressed sensing with elastic net.

Description

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