Projection Pursuit Regression. Assume XT X1X2Xp X T X 1 X 2 X p is a vector with p p variables. Levels 2 and 3 refit all the terms and are equivalent for one response.
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The procedure models the regression surface as a sum of general- smooth functions of linear combinations of the predictor variables in an iterative manner. Assume XT X1X2Xp X T X 1 X 2 X p is a vector with p p variables. Software Projection Pursuit is one of the many tools for visu-.
Projection pursuit regression for compositional data.
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. 102 Projection pursuit regression. By viewing classification as a special case this generalization serves to extend clas- sification and discriminant analysis via the projection pursuit approach. Another widely used algorithm AdaBoost also fits an additive model in a base learner.
