Multivariate adaptive regression spline: Difference between revisions

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=== The backward pass ===
 
The forward pass usually builds an [[overfit]] model. (An overfit model has a good fit to the data used to build the model but will not generalize well to new data.) To build a model with better generalization ability, the backward pass prunes the model. It removes terms one by one, deleting the least effective term at each step until it finds the best submodel. Model subsets are compared using the Generalized cross validation (GCV) criterion described below.
 
The backward pass has an advantage over the forward pass: at any step it can choose any term to delete, whereas the forward pass at each step can only see the next pair of terms.