I’m considering playing around with Locally Weighted Projection Regression (LWPR), and I was curious if anyone was aware of any Julia implementations of the algorithm (Google, alas, is not).
I’m aware of SLMC | InfWeb (C implementation with Python bindings) and might consider using it through PyCall, but this seems like a great opportunity for a nice Julia implementation. Perhaps I’ll just have to write one 
Dear @rdeits , long shot, but have you perhaps have found anything better since then? I’m also considering of writing my own LWPR in Julia
In complement to LWPR, you may be interested by LWPLSR that is also presented in Schaal et al. 2002: an implementation (with a faster PLS algorithm than the Nipals used in Schaal et al.) is given here (function lwplsr), allowing KNN-LWPSR that is useful for large datasets.