LWPR in Julia

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 :wink:

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