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 http://wcms.inf.ed.ac.uk/ipab/slmc/research/software-lwpr (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: