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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Use the Bing Li "ladle" diagnostic to truncate subspace
Alias: none
Argument(s): none
Uses a trade-off criterion to determine where to truncate the active subspace. The criterion is a function of the eigenvalues and eigenvectors of the active subspace gradient matrix. This function compares the decrease in eigenvalue amplitude with the increase in eigenvector variability under bootstrap sampling of the gradient matrix. The active subspace size is taken to be the index of the first minimum of this quantity.
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 Bing Li method of active subspace identification. The first two steps are common to all active subspace truncation methods.
For additional information, see Luo, Wei, and Bing Li. "Combining eigenvalues and variation of eigenvectors for order determination." SIAM, 2015.