Group method of data handling (GMDH) is a family of inductive algorithms for computer-based mathematical modeling of multi-parametric datasets that features fully automatic structural and parametric optimization of models.
GMDH is used in such fields as data mining, knowledge discovery, prediction, complex systems modeling, optimization and pattern recognition. GMDH algorithms are characterized by inductive procedure that performs sorting-out of gradually complicated polynomial models and selecting the best solution by means of the external criterion. The last section of contains a summary of the applications of GMDH in the 1970s.
Other names include "polynomial feedforward neural network", or "self-organization of models". It was one of the first deep learning methods, used to train an eight-layer neural net in 1971.