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