least_angle_regression

Compute the coefficients of a polynomial expansion by using the greedy least angle regression (LAR) method.

Specification

  • Alias: lars

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

noise_tolerance

The noise tolerance used when performing cross validation in the presence of noise or truncation errors.

Description

Compute the coefficients of a polynomial expansion by using the greedy least angle regression (LAR) method.