Fast Projection Pursuit Based on Quality of Projected Clusters
Projection pursuit index measuring quality of projected clusters (QPC) introduced recently optimizes projection directions by minimizing leave-one-out error searching for pure localized clusters. QPC index has been used in constructive neural networks to discover non-local clusters in high-dimensional multi-class data, reduce dimensionality, aggregate features, visualize and classify data. However, for n training instances such optimization requires O(n 2) calculations. Fast approximate version of QPC introduced here obtains results of similar quality with O(n) effort, as illustrated in a number of classification and data visualization problems.
KeywordsProjection pursuit Classification Dimensionality reduction Naive Bayes Neural networks
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