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Showing posts from May, 2017

Understanding Projection Pursuit Regression

The following article gives an overview of the paper "Projection Pursuit Regression” published by Friedman J. H and Stuetzle W. You will need basic background of Machine Learning and Regression before understanding this article. The algorithms and images are taken from the paper. (http://www.stat.washington.edu/courses/stat527/s13/readings/FriedmanStuetzle_JASA_1981.pdf
What is Regression? Regression is a machine learning technology used to predict a response variable given multiple predictor variables or features. The main distinction is that the response to be predicted is any real value and not just any class or cluster name. Hence though similar to Classification in terms of making a prediction, it is largely different given what it’s predicting. 
A simple to understand real world problem of regression would be predicting the sale price of a particular house based on it’s square footage, given that we have data of similar houses sold in that area in the past. The regression so…