Projection Pursuit Regression

Publication	Friedman/Stuetzle/81a: Projection pursuit regression Hastie/Tibshirani/90a: Generalized Additive Models
Name	Projection Pursuit Regression
Description	Projection pursuit regression (Friedman and Stuetzle, 1981) is a type of additive model (Hastie and Tibshirani, 1990) of the form, r(x) = F ∑ i=1 fi ( a ∑ j=1 ajiXi) These models can be simply described as additive functions of linear combinations of the attributes. Projection pursuit regression uses the backfitting algorithm (Friedman and Stutzle, 1981) to iteratively obtain the additive terms of the model.
Method Type	Method