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You set a PIN code and now you are unable to change back to swipe mode or remove it by having following screen.
Solution 1: (worked for me)
Go to Settings > More > Security > There should be an option "Clear all credentials" so click it and confirm to proceed.
Go Settings > More > Security and scroll down. There should be heading called "Device administration" If there is any checked boxes, you should be able to uncheck them and remove the PIN lock after that.
Did it solve your problem? If yes, feel free share your feelings or if any other solution worked for you, kindly share with me.