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is it possible to put training model in a iteration process in azure? Does it improve R2 value ? I am using a linear regression

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is it possible to put training model in a iteration process in azure? Does it improve R2 value ? I am using a linear regression model. I am attaching screen shot for reference of model what I am trying. This a least square model but if looping or iternation can help here? if yes how to do same?

Trying to improve R2 value for model

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