To delete an individual activity or a group, navigate to the canvas tab and hover over the activity or group you like to delete
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Select the activity or the group by left-clicking on your mouse
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Once the activity or the group is highlighted (Outline colored in blue), press the Delete key on your keyboard

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Note: You can undo the deleted activity or group by pressing Ctrl+Z [Cmd+Z on Mac] or clicking on the 'undo' button on the canvas.