Multivariate adaptive regression splines (MARS)
Finally, we will try multivariate adaptive regression splines (Friedman, 1991).
This is another example of an additive regression model (Hastie and Tibshirani,
12You may want to try ’? ppr’ to read more about them.
1990). This model is a bit complex and it can be seen as the following sum of
sums of functions,