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About: Backfitting algorithm     Goto   Sponge   NotDistinct   Permalink

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In statistics, the backfitting algorithm is a simple iterative procedure used to fit a generalized additive model. It was introduced in 1985 by Leo Breiman and Jerome Friedman along with generalized additive models. In most cases, the backfitting algorithm is equivalent to the Gauss–Seidel method, an algorithm used for solving a certain linear system of equations.