Sandia National Laboratories

# rls2

Use regularized regression solver for forming function train approximations

Specification

- Alias: None

- Arguments: None

Child Keywords:

Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | ---
Required | l2_penalty | Penalty value applied in regularized regression solver for function train approximations

Description

RLS2 is a regularized least squares solver that applies an a L2 penalty to mitigate overfitting. It includes the option to specify a penalty parameter.

## Exceptional service in the national interest

© 2023 National Technology and Engineering Solutions of Sandia, LLC. | Questions & Comments | Privacy & Security

Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.