Dakota Reference Manual  Version 6.15
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regression_type


Type of solver for forming function train approximations by regression

Specification

Alias: none

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Required
(Choose One)
Regression Type (Group 1) ls

Use least squares solver for forming function train approximations by regression

rls2

Use regularized regression solver for forming function train approximations

Description

Function train approximations are formed based on regression for the set of coefficients described at function_train. Solver options include least squares and regularized regression, where the latter penalizes high-order terms to mitigate overfitting.

Default Behavior

The default regression solver is least squares.