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We introduce a hybrid projection scheme that combines linear Mori projection and conditional Zwanzig projection techniques and use it to derive a Generalized Langevin Equation (GLE) for a general interacting many-body system. The resulting GLE includes i) explicitly the potential of mean force (PMF) that describes the equilibrium distribution of the system in the chosen space of reaction coordinates, ii) a random force term that explicitly depends on the initial state of the system, and iii) a memory friction contribution that splits into two parts: a part that is linear in the past reaction-coordinate velocity and a part that is in general non-linear in the past reaction coordinates but does not depend on velocities. Our hybrid scheme thus combines all desirable properties of the Zwanzig and Mori projection schemes. The non-linear memory friction contribution is shown to be related to correlations between the reaction-coordinate velocity and the random force. We present a numerical method to compute all parameters of our GLE, in particular, the non-linear memory friction function and the random force distribution, from a trajectory in reaction coordinate space. We apply our method to the dihedral-angle dynamics of a butane molecule in water obtained from atomistic molecular dynamics simulations. For this example, we demonstrate that non-linear memory friction is present and that the random force exhibits significant non-Gaussian corrections. We also present the derivation of the GLE for multidimensional reaction coordinates that are general functions of all positions in the phase space of the underlying many-body system; this corresponds to a systematic coarse-graining procedure that preserves not only the correct equilibrium behavior but also the correct dynamics of the coarse-grained system.