constructive algorithms

[aboulang@BBN.COM]

   From: john moody <moody-john at cs.yale.edu>
   Full-Name: john moody
   Date: Wed, 7 Nov 90 12:34:22 EST

   Furthermore, an impressive new algorithm for generating tree-structured
   polynomial networks will be presented as an invited talk at NIPS*90 in
   three weeks.  The algorithm called MARS (Multivariate Adaptive Regression
   Splines) was developed by Jerome Friedman, Chairman of the Stanford
   Statistics Department. I believe that a paper on the algorithm is about
   to appear in one of the statistics journals. Professor Friedman's email
   address is jhf at playfair.stanford.edu.


For those of you who can't make it to NIPS (me), or can't wait to find
out about MARS (me), or would like to study-up on MARS before the
meeting, or even would like to play with it, here are some references
from the sci.math.stat newsgroup and how to get MARS code from statlib:




  From: pgh at stl.stc.co.uk (P.G.Hamer)
  Newsgroups: sci.math.stat
  Subject: Re: WHAT DOES MARS MEAN?
  Date: 23 Oct 90 15:04:20 GMT
  Reply-To: "P.G.Hamer" <pgh at stl.stc.co.uk>
  Organization: STC Technology Limited, London Road, Harlow, Essex, UK

  In article <90294.210657BKW1 at psuvm.psu.edu> BKW1 at psuvm.psu.edu writes:
  >I have been unable to obtain any reference on MARS. Can anyone
  >tell me what MARS means. 
  c
  c Multivariate Adaptive Regression Splines (MARS modeling, version 2.5).
  c
  c    MARS 2.5 is a collection of subroutines that implement the multivariate
  c adaptive regression spline strategy for data fitting and function
  c approximation described in Friedman (1988b). It is a generalization of
  c MARS 1.0 described in Friedman (1988a). It implements as a special case
  c a palindromically invariant version of the TURBO fitting technique for
  c smoothing and additive modeling described in Friedman and Silverman (1987).
  c
  c References:
  c
  c Friedman, J. H. (1988a). Fitting functions to noisy data in high dimensions.
  c    Proceedings, Twentyth Symposium on the Interface, E. Wegman, Ed.
  c
  c Friedman, J. H. (1988b). Multivariate adaptive regression splines.
  c    Department of Statistics, Stanford University, Tech. Report LCS102.
  c
  c Friedman, J. H. and Silverman, B. W. (1987). Flexible parsimonious smoothing
  c    and additive modeling. Dept. of Statistics, Stanford University, Tech.
  c    report. (TECHNOMETRICS: Feb. 1989).
  c

  I got fortran source from the statlib mail server <statlib at temper.stat.cmu.edu
  I think> with the request 'send newmars from general'.



If you do this, you will first get a message replay that is bogus,
following this reply will be another with the MARS source.


Cheers,
Albert Boulanger