Dakota Reference Manual: least_absolute_shrinkage

| Dakota Reference Manual Version 6.15 Explore and Predict with Confidence

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least_absolute_shrinkage

Compute the coefficients of a polynomial expansion by using the LASSO problem.

## Specification

Alias: lasso

Argument(s): 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.
| Optional | l2_penalty | The pentalty used when performing compressed sensing with elastic net.

## Description

Compute the coefficients of a polynomial expansion by using the LASSO problem.