Table 1 Comparison of relative MSE and KL (Kullback-Leibler) divergence for the toy model
From: Optimized sparse polynomial chaos expansion with entropy regularization
Results | OMP | Ent-OMP | HEnt-OMP |
|---|---|---|---|
Relative MSE | 0.237 | 0.217 | 0.249 |
KL Divergence | 912.14 | 706.64 | 365.34 |