Part of Advances in Neural Information Processing Systems 5 (NIPS 1992)
\Ve present a novel classifica t.ioll and regression met.hod that com(cid:173) bines exploratory projection pursuit. (unsupervised traiuing) with pro(cid:173) jection pursuit. regression (supervised t.raining), t.o yield a. nev,,' family of cost./complexity penalLy terms . Some improved generalization properties are demonstrat.ed on real \vorld problems.