How may I use Stepwise regression when training models?

Rickh008 Dataiku DSS Core Designer, Registered Posts: 15 ✭✭✭✭

How may I run Stepwise-style regression or stepwise model training in Dataiku?

I would like to avoid doing this manually (evaluating feature importance, reconfiguring the model features, and then retraining the model). Forward selection or backward elimination would be useful but I'm most interested in backward elimination.

Operating system used: Windows

Setup Info
      Help me…