cross_validation

Use cross validation to choose the ‘best’ polynomial order of a polynomial chaos expansion.

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

noise_only

Restrict the cross validation process to estimating only the best noise tolerance.

Optional

max_cv_order_candidates

Limit the number of cross-validation candidates for basis order

Description

Use cross validation to choose the ‘best’ polynomial degree of a polynomial chaos expansion. 10 fold cross validation is used to estimate the cross validation error of a total-order polynomial expansion for orders 1 through to order. The order chosen is the one that produces the lowest cross validation error. If there are not enough points to perform 10 fold cross validation then one-at-a-time cross validation will be performed.