About the Predictive Regression Models Task

The task is predictive in that it selects the most influential effects based on observed data. This task enables you to logically partition your data into disjoint subsets for model training, validation, and testing. The Predictive Regression Models task focuses on the standard independently and identically distributed general linear model for univariate responses and offers great flexibility and insight into the model selection algorithm. This task can also create a scored data set. The results for this task make it easy to explore the selected model in more detail with other tasks, such as the Linear Regression task.