To attack on the dimensionality, Friedman and Stuetzle came up withProjection-Pursuit Regression that is thought of as a rudiment of GAM in 1981.To reduce dimensionality, this method projects predicted variable onto the samedirection.

• 为了解决高维度带来的模型解释上的困难,Friedman 和 Stuetzle 于1981 年提出了投影-追踪回归(Projection Pursuit Regression),它是利用对预测变量进行恰当方向的投影来达到降维的目的,这也是可加模型的雏形。