regression_type

Type of solver for forming function train approximations by regression

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Required (Choose One)

Regression Type

ls

Use least squares solver for forming function train approximations by regression

rls2

Use regularized regression solver for forming function train approximations

Description

Function train approximations are formed based on regression for the set of coefficients described at function_train. Solver options include least squares and regularized regression, where the latter penalizes high-order terms to mitigate overfitting.

Default Behavior

The default regression solver is least squares.