goal: find parsimonious model (the simplest model that performs sufficiently well), higher predictive accuracy and more robust; all possible subsets of predictors assessed, computationally intensive, judged by &"adjusted r-squared&"
goal: find parsimonious model (the simplest model that performs sufficiently well), higher predictive accuracy and more robust; all possible subsets of predictors assessed, computationally intensive, judged by &"adjusted r-squared&"
assuming n features examine all (n d) subsets of size d select subset that performs best according to criterion function