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


Perform k-fold cross validation

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): none

Default: No cross validation

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional
(Choose One)
Group 1 folds

Number of cross validation folds

percent

Percent data per cross validation fold

Description

General k-fold cross validation may be performed by specifying cross_validation. The cross-validation statistics will be calculated for all metrics.

Cross validation may further specify:

  • folds, the number of folds into which to divide the build data (between 2 and number of data points) or
  • percent, the fraction of data (between 0 and 0.5) to use in each fold.

These will be adjusted as needed based on the number of available training points. The default number of folds k = 10, or 0.1