ppforest2 - Projection Pursuit Oblique Decision Trees and Random Forests
Builds decision trees by splitting on linear combinations
of randomly chosen variables. Projection pursuit is used to
choose a projection of the variables that best separates the
groups. Using linear combinations of variables to separate
groups takes the correlation between variables into account,
which allows the model to outperform a traditional decision
tree when the separation between groups occurs in combinations
of variables. Single trees can be assembled into random forests
for improved accuracy. Implements projection pursuit
classification trees (Lee, Cook, Park and Lee (2013)
<doi:10.1214/13-EJS810>) and projection pursuit forests (da
Silva, Cook and Lee (2021)
<doi:10.1080/10618600.2020.1870480>), following the earlier
'PPforest' package.