rls2

Use regularized regression solver for forming function train approximations

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Required

l2_penalty

Penalty value applied in regularized regression solver for function train approximations

Description

RLS2 is a regularized least squares solver that applies an a L2 penalty to mitigate overfitting. It includes the option to specify a penalty parameter.