Parameters | Predictive Modeling | Algorithm

Algorithm
Use the radio buttons to specify an optimization algorithm.
Available options are described in the table below:
Note: This method typically runs much faster than Active Set optimization but, because it can never correct mistakes made in an earlier step, can be subject to getting “stuck” at a local optimization.
Note: This method typically runs much slower than Greedy Forward Selection but be the method of choice, because it can correct mistakes made in earlier steps.
To Specify the Optimization Algorithm:
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