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Projection Pursuit Regression (1981)
by
Jerome H. Friedman
,
Werner Stuetzle
| Venue: | Journal of the American Statistical Association |
| Citations: | 547 - 6 self |
BibTeX
@ARTICLE{Friedman81projectionpursuit,
author = {Jerome H. Friedman and Werner Stuetzle},
title = {Projection Pursuit Regression},
journal = {Journal of the American Statistical Association},
year = {1981},
pages = {817--823}
}
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Abstract
A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general- smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures, does not require the definition of a metric in the predictor space, and lends itself to graphi-cal interpretation.
