We present an iterative algorithm for nonlinear regression based on construction of sparse polynomials. Polynomials are built sequentially from lower to higher order. Selection of new terms is accomplished using a novel look-ahead approach that predicts whether a variable contributes to the remaining error. The algorithm is based on the tree-growing heuristic in LMS Trees which we have extended to approximation of arbitrary polynomials of the input features. In addition, we provide a new theoretical justification for this heuristic approach.

We present an iterative algorithm for nonlinear regression based on construction of sparse polynomials. Polynomials are built sequentially from lower to higher order. Selection of new terms is accomplished using a novel look-ahead approach that predicts whether a variable contributes to the remaining error. The algorithm is based on the tree-growing heuristic in LMS Trees which we have extended to approximation of arbitrary polynomials of the input features. In addition, we provide a new theoretical justification for this heuristic approach.

We present an iterative algorithm for nonlinear regression based on construction ofsparse polynomials. Polynomials are built sequentially from lower to higher order. Selection of new terms is accomplished using a novel look-ahead approach that predicts whether a variable contributes to the remaining error. The algorithm is based on the tree-growing heuristic in LMS Trees which we have extended to approximation of arbitrary polynomials ofthe input features. In addition, we provide a new theoretical justification for this heuristic approach.

After a decade of fundamental interdisciplinary research in machine learning, the spadework in this field has been done; the 1990s should see the widespread exploitation of knowledge discovery as an aid to assembling knowledge bases. The contributors to the AAAI Press book Knowledge Discovery in Databases were excited at the potential benefits of this research. The editors hope that some of this excitement will communicate itself to "AI Magazine readers of this article.

After a decade of fundamental interdisciplinary research in machine learning, the spadework in this field has been done; the 1990s should see the widespread exploitation of knowledge discovery as an aid to assembling knowledge bases. The contributors to the AAAI Press book Knowledge Discovery in Databases were excited at the potential benefits of this research. The editors hope that some of this excitement will communicate itself to "AI Magazine readers of this article.