what is a selection criterion for each attribute in forward selection?

sinae

hi
I have a one question inforward selection.

What is a selection criterion for each attribute in forward selection?

Is either performance of training set or performance of test set for x-validation(x-prediction)?
if the highest increase of performance for training set is added to the selection, is another method possible?
for example,highest increase of performance of cross-validation when added each attribute

thank you

MariusHelf

This depends on how you configure the forward selection

Usually you put a X-Validation into the subprocess, and then the behavior will be as you requested.

Best regards,
Marius