Projection Pursuit Regression
提出一种新的非参数多元回归方法，将回归面表示为预测变量线性组合的平滑函数之和，比逐步回归更通用，支持图形解释。
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 graphical interpretation. Key Words: Nonparametric regressionSmoothingProjection pursuitSurface approximation