Sandia National Laboratories

# cross_validation

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

Specification

- Alias: None

- Arguments: 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.

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