sci-mathematics@gentoo.org
Gentoo Mathematics Project
Locally Weighted Projection Regression (LWPR) is a recent algorithm
that achieves nonlinear function approximation in high dimensional spaces
with redundant and irrelevant input dimensions. At its core, it uses
locally linear models, spanned by a small number of univariate
regressions in selected directions in input space. A locally
weighted variant of Partial Least Squares (PLS) is employed for
doing the dimensionality reduction.
lwpr