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StepItRols
This algorithm combines the center-selection and lambda-selection processes. Rather than waiting until all centers are selected before 
is updated (as with the other lambda-selection algorithms), this algorithm offers the ability to update 
after each center is selected. It is a forward selection algorithm that, like Rols, selects centers on the basis of regularized error reduction. The stopping criterion for StepItRols is on the basis of log10(GCV) changing by less than the tolerance more than a specified number of times in a row (given in the parameter Maximum number of times log10(GCV) change is minimal). Once the addition of centers has stopped, the intermediate fit with the smallest log10(GCV) is selected. This can involve removing some of the centers that entered late in the algorithm.
Fit Parameters
Maximum number of centers: As in the Rols algorithm.
Percentage of data to candidate centers: As in the Rols algorithm.
Number of centers to add before updating: How many centers are selected before iterating 
begins.
Minimum change in log10(GCV): Tolerance. It should be a positive number between 0 and 1. The default is 0.005.
Maximum number of times log10(GCV) change is minimal: Controls how many centers are selected before the algorithm stops. The default is 5. Left at the default, the center selection stops when the log10(GCV) values change by less than the tolerance five times in a row.
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