.. _method-polynomial_chaos-expansion_order-collocation_points-least_absolute_shrinkage:

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


.. toctree::
   :hidden:
   :maxdepth: 1

   method-polynomial_chaos-expansion_order-collocation_points-least_absolute_shrinkage-noise_tolerance
   method-polynomial_chaos-expansion_order-collocation_points-least_absolute_shrinkage-l2_penalty


**Specification**

- *Alias:* lasso 

- *Arguments:* None


**Child Keywords:**

+-------------------------+--------------------+---------------------+---------------------------------------------+
| Required/Optional       | Description of     | Dakota Keyword      | Dakota Keyword Description                  |
|                         | Group              |                     |                                             |
+=========================+====================+=====================+=============================================+
| Optional                                     | `noise_tolerance`__ | The noise tolerance used when performing    |
|                                              |                     | cross validation in the presence of noise   |
|                                              |                     | or truncation errors.                       |
+----------------------------------------------+---------------------+---------------------------------------------+
| Optional                                     | `l2_penalty`__      | The :math:`l_2` pentalty used when          |
|                                              |                     | performing compressed sensing with elastic  |
|                                              |                     | net.                                        |
+----------------------------------------------+---------------------+---------------------------------------------+

.. __: method-polynomial_chaos-expansion_order-collocation_points-least_absolute_shrinkage-noise_tolerance.html
__ method-polynomial_chaos-expansion_order-collocation_points-least_absolute_shrinkage-l2_penalty.html



**Description**


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