Classification is a supervised machine learning method where the model tries to predict the correct label of a given input data. In classification, the model is fully trained using the training data, and then it is evaluated on test data before being used to perform prediction on new unseen data.
GMDH is a sorting out of gradually complicated models generated from the base function. The best model is indicated by the minimum of the external criterion characteristic. The multilayered procedure is equivalent to the Artificial Neural Network with a polynomial activation function of neurons.