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


Use cross validation to choose the 'best' polynomial order of a polynomial chaos expansion.

Specification

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.

Description

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 total-order 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 one-at-a-time cross validation will be performed.