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 |
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.
