Locally weighted regression

locally weighted regression in CMU
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Locally weighted regression A technique for nonparametric regression, similar to kernel density estimation. To predict y from x, weight the data by distance to x and compute a weighted linear regression. The resulting curve can be nonlinear.

Locally weighted regression methods are a generalization of k-nearest neighbor in which an explicit local approximation to the target function is constructed for each query instance.

LOWESS Smoothing (Robust Locally Weighted Regression). Robust locally weighted regression is a method of smoothing 2D scatterplot data (pairs of x-y data). A local polynomial regression model is fit to each point and the points close to it.

They include regression algorithms such as multivariate polynomial regression, MARS, Locally Weighted Regression, GMDH and neural nets.

See also: Regression, Classification, Support vector machine, Neural network, Cross-validation