model_selection
Perform a recursion of admissible model subsets for a given model ensemble
Specification
Alias: None
Arguments: None
Description
This option specifies an enumerative search over all model subsets for a given model ensemble. In the MFMC case, there is a single DAG definition per model subset. Thus the model subset search is not combined with a DAG search for MFMC. The model subset with the best performance (lowest estimator variance for a prescribed budget or lowest cost for a prescribed accuracy) is selected for final post-processing.
Examples
method,
model_pointer = 'ENSEMBLE'
multifidelity_sampling
search_model_graphs
model_selection
max_function_evaluations = 250
pilot_samples = 25
seed = 1237