Dakota Reference Manual: cross_validation

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cross_validation

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

## Specification

Alias: none

Argument(s): none

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| 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

## 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.