Dakota Reference Manual: least_angle_regression

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least_angle_regression

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

## Specification

Alias: lars

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.

## Description

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