cross_validation

Truncate the subspace to minimize surrogate cross-validation error

Specification

• Alias: None

• Arguments: None

• Default: relative

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Optional (Choose One)	CV Selection Criterion	minimum	Select subspace to minimize cross-validation error
		relative	Choose subspace with cross-validation error less than tolerance
		decrease	Choose subspace where cross-validation error stabilizes
Optional		relative_tolerance	Tolerance for cross-validation error value
Optional		decrease_tolerance	Tolerance for cross-validation error stabilization
Optional		max_rank	Maximum subspace dimension to consider
Optional		exhaustive	Assess all admissible subspace dimensions

Description

Select the subspace dimension that minimizes the 10-fold cross-validation error when constructing a moving least squares surrogate model.