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Interpretable Exploratory Projection Pursuit

Sally C. Morton
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Sally C. Morton: The RAND Corporation

A chapter in Computing Science and Statistics, 1992, pp 470-474 from Springer

Abstract: Abstract I propose a modification of exploratory projection pursuit which trades accuracy for interpretability in the resulting description. Interpretability, a generalization of parsimony, is based on the ideas of rotation in factor analysis and of entropy. It is defined as the simplicity of the coefficients which specify the description’s projections. A weighted optimization approach similar to roughness penalty curve-fitting is used to search for a more understandable description, with interpretability replacing smoothness. A real data example is presented. The method retains the nonlinear versatility of projection pursuit but has more intuitive appeal.

Keywords: exploratory data analysis; model selection; nonparametric regression; parsimony (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2856-1_79

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DOI: 10.1007/978-1-4612-2856-1_79

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