Projection Pursuit Regression

Definition

$f(\mathbf{x})={\sum }_{m=1}^M{f}_m({\mathbf{w}}_m^{⊺}\mathbf{x})+\mathbf{ϵ}$ where $f_m$ are unspecified function

Facts

PPR is a single-layered Neural Network where each neuron uses a different activation function and has no bias term.