Solved: How to implement sequential floating forward selection

Hi,

I have a binary classification problem with a lot of features. I don't only want ot use forward selection but a floating method which combines forward selection and backward elimination, but multiple times in a row. Is that possible since if I construct it, after the first backward elimination I cannot set the already chosen features as fix and go on with forward selection with the remaining features.

Thanks in advance

Kind regards,

Daniel