least_absolute_shrinkage

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

Specification

  • Alias: lasso

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

noise_tolerance

The noise tolerance used when performing cross validation in the presence of noise or truncation errors.

Optional

l2_penalty

The \(l_2\) pentalty used when performing compressed sensing with elastic net.

Description

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