combine forward with backward selection?
is it somehow possible to combine forward and backward selection in an iterative manner? Like doing 2-3 times forward selection, then do 1 backward elimination, do this again several times in a loop, until the moving average performance will not improve anymore in a certain range, like "without increase of at least...%". Then this would be the stopping criterion, is there anything like that in rapidminer?
And would it be possible to compose this function with the already present operators in Rapidminer, or do I need to do this programatically?