Dakota Reference Manual: cross_validation

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cross_validation

Truncate the subspace to minimize surrogate cross-validation error

## Specification

Alias: none

Argument(s): none

Default: relative

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Optional (Choose One) | CV Selection Criterion (Group 1) | minimum | Select subspace to minimize cross-validation error
relative | Choose subspace with cross-validation error less than tolerance
decrease | Choose subspace where cross-validation error stabilizes
| Optional | relative_tolerance | Tolerance for cross-validation error value
| Optional | decrease_tolerance | Tolerance for cross-validation error stabilization
| Optional | max_rank | Maximum subspace dimension to consider
| Optional | exhaustive | Assess all admissible subspace dimensions

## Description

Select the subspace dimension that minimizes the 10-fold cross-validation error when constructing a moving least squares surrogate model.