.. _method-polynomial_chaos-expansion_order-collocation_points-cross_validation:

""""""""""""""""
cross_validation
""""""""""""""""


Use cross validation to choose the 'best' polynomial order of a polynomial chaos expansion.


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

   method-polynomial_chaos-expansion_order-collocation_points-cross_validation-noise_only
   method-polynomial_chaos-expansion_order-collocation_points-cross_validation-max_cv_order_candidates


**Specification**

- *Alias:* None

- *Arguments:* None


**Child Keywords:**

+-------------------------+--------------------+-----------------------------+-----------------------------------------------+
| Required/Optional       | Description of     | Dakota Keyword              | Dakota Keyword Description                    |
|                         | Group              |                             |                                               |
+=========================+====================+=============================+===============================================+
| Optional                                     | `noise_only`__              | Restrict the cross validation process to      |
|                                              |                             | estimating only the best noise tolerance.     |
+----------------------------------------------+-----------------------------+-----------------------------------------------+
| Optional                                     | `max_cv_order_candidates`__ | Limit the number of cross-validation          |
|                                              |                             | candidates for basis order                    |
+----------------------------------------------+-----------------------------+-----------------------------------------------+

.. __: method-polynomial_chaos-expansion_order-collocation_points-cross_validation-noise_only.html
__ method-polynomial_chaos-expansion_order-collocation_points-cross_validation-max_cv_order_candidates.html



**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.