![]() |
Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
|
Use the Constantine diagnostic to truncate subspace
Alias: none
Argument(s): none
Uses a criterion based on the variability of the subspace estimate. Eigenvectors are computed for bootstrap samples of the gradient matrix. The subspace size associated with the minimum distance between bootstrap eigenvectors and the nominal eigenvectors is the estimated active subspace size.
Usage Tips
If this automated diagnostic does not yield desirable results, consider using the explicit dimension truncation option or one of the other truncation methods.
Below is a brief outline of the Constantine method of active subspace identification. The first two steps are common to all active subspace truncation methods.
For additional information, see Constantine, Paul G. "Active Subspaces: Emerging Ideas for Dimension Reduction in Parameter Studies". Vol. 2. SIAM, 2015.