‘Which road do I take?’ Alice asked. ‘Where do you want to go?’ responded the Cheshire Cat. ‘I don’t know,’ Alice answered. ‘Then,’ said the Cat, ‘it doesn’t matter’ (Lewis Carroll, Alice’s Adventures in Wonderland, 1865).
Its name, Projection Pursuit, highlights a key aspect of the method: the search for projections worth pursuing. Projection Pursuit can be regarded as embracing the classical multivariate methods while at the same time striving to find something ‘interesting’. This invites the question of what we call interesting. For scores in mathematics, language and literature, and comprehensive tests that psychologists, for example, use to find a person’s hidden indicators of intelligence, we could ...