What is 'greedy' feature selection exactly?

kokszoskarojkokszoskaroj Member Posts: 2 Newbie
edited June 2019 in Help

in linear regression there is a feature selection option 'greedy'. How could be this selection method described?
I would also like to know about the a mathematical background of it. Are there any papers that describe this method precisely? In addition I'd also liked to know whether it can be used for time series regression (i'm using windowed data). 


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    amitdamitd Member, University Professor Posts: 49 Maven
    edited December 2020
    Are there any additional details on how the 'greedy' option in the Linear Regression operator?

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