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Interpretable Exploratory Projection Pursuit

In: Computing Science and Statistics

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  • Sally C. Morton

    (The RAND Corporation)

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.

Suggested Citation

  • Sally C. Morton, 1992. "Interpretable Exploratory Projection Pursuit," Springer Books, in: Connie Page & Raoul LePage (ed.), Computing Science and Statistics, pages 470-474, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-2856-1_79
    DOI: 10.1007/978-1-4612-2856-1_79
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