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 |
Restrict the cross validation process to estimating only the best noise tolerance. |
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Optional |
Limit the number of cross-validation candidates for basis order |
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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.
