Fit Automatically Selected by Training

Selects the best available Fit from a list of available methods you have chosen. In addition to selecting the best method, Fit Automatically Selected by Training also automatically adjusts the individual settings (often called hyperparameters) to find the optimizing, predictive performance while avoiding overfitting.

Usability Characteristics

Fits both noisy and non-noisy data.
Reduces the methods on which Fit Automatically Selected by Training iterates in order to reduce the run time used to build the Fit.
Can run in multi-execute, while simultaneously iterating over multiple responses.
The Stepwise Regression Terms option for Least Squares Regression reduces the number of coefficients in the regression model to contain only the set that is statistically significant.
The behavior and characteristics of the underlying methods are the same as when the methods are directly applied. See their respective documentation pages for details.
Gradient information can be used to boost performance for the methods that support gradients.

Settings

In the Specifications step, Settings tab, change method settings.


Parameter	Default	Range	Description
Least Square Regression	On	On or Off	On Use Stepwise Regression Terms to reduce the number of terms in the regression to the statistically significant set. Off Do not consider Least Squares Regression in the ensemble list of methods.
Stepwise Regression Terms	Full Quadratic	Linear Squared Cubic Interaction Full Quadratic Full Cubic	Controls the maximal set of terms considered in stepwise Least Squares Regression. Linear First order terms only. y=A+Bx+Cy Squared Second order without cross terms. y=A+Bx+Cy+Dx^2+Ey^2 Cubic Third order without cross terms. y=A+Bx+Cy+Dx^2+Ey^2+Fx^3+Gy^3 Interaction Linear and the cross terms. y=A+Bx+Cy+Dxy Full Quadratic Complete second order polynomial. Full Cubic Complete third order polynomial.
Moving Least Squares	On	On or Off	On Consider Moving Least Squares Method in the ensemble list of methods. Off Do not consider Moving Least Squares Method in the ensemble list of methods.
Radial Basis Function	On	On or Off	On Consider Radial Basis Function in the ensemble list of methods. Off Do not consider Radial Basis Function in the ensemble list of methods.
Use Gradient Data	On	On or Off	On Allow methods to be enhanced by gradient information when it is available. Off Do not allow methods to be enhanced by gradient information.