.. _method-polynomial_chaos-expansion_order-collocation_ratio-least_absolute_shrinkage:

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least_absolute_shrinkage
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Compute the coefficients of a polynomial expansion by using the LASSO problem.


.. toctree::
   :hidden:
   :maxdepth: 1

   method-polynomial_chaos-expansion_order-collocation_ratio-least_absolute_shrinkage-noise_tolerance
   method-polynomial_chaos-expansion_order-collocation_ratio-least_absolute_shrinkage-l2_penalty


**Specification**

- *Alias:* lasso 

- *Arguments:* None


**Child Keywords:**

+-------------------------+--------------------+---------------------+-----------------------------------------------+
| Required/Optional       | Description of     | Dakota Keyword      | Dakota Keyword Description                    |
|                         | Group              |                     |                                               |
+=========================+====================+=====================+===============================================+
| Optional                                     | `noise_tolerance`__ | The noise tolerance used when performing      |
|                                              |                     | cross validation in the presence of noise or  |
|                                              |                     | truncation errors.                            |
+----------------------------------------------+---------------------+-----------------------------------------------+
| Optional                                     | `l2_penalty`__      | The :math:`l_2` pentalty used when performing |
|                                              |                     | compressed sensing with elastic net.          |
+----------------------------------------------+---------------------+-----------------------------------------------+

.. __: method-polynomial_chaos-expansion_order-collocation_ratio-least_absolute_shrinkage-noise_tolerance.html
__ method-polynomial_chaos-expansion_order-collocation_ratio-least_absolute_shrinkage-l2_penalty.html



**Description**


Compute the coefficients of a polynomial expansion by using the LASSO problem.