allocation_control
Sample allocation approach for multilevel expansions
Specification
Alias: None
Arguments: None
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
---|---|---|---|
Required (Choose One) |
Multilevel Sample Allocation Control |
Variance of mean estimator within multilevel polynomial chaos |
|
Sample allocation based on restricted isometry property (RIP) within multilevel polynomial chaos |
Description
Multilevel expansions, including regression-based polynomial chaos expansion (PCE) and function train (FT) expansions, require a sample allocation strategy. Three options are currently available:
allocation based on assuming a convergence rate for the estimator variance (for regression PCE)
restricted isometry property (RIP) sampling (for regression PCE via compressed sensing)
rank sampling (for FT)
Default Behavior
Current defaults, when allocation_control
is not specified, are
estimator variance for PCE and rank sampling for FT.