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Weights in KErnel Regression

  1. Nov 4, 2012 #1
    1. The problem statement, all variables and given/known data


    Iteratively find a solution to the weight matrix for gaussian kernel regression.

    2. Relevant equations

    http://people.revoledu.com/kardi/tutorial/Regression/KernelRegression/KernelRegression.htm [Broken]





    3. The attempt at a solution

    The website gives a solution for the weights without really explaining a method for deriving it. It seems that you randomly set the weights to 1 at the beginning and then somehow they change so that the error is minimized.

    Any help on this would be greatly appreciated.
     
    Last edited by a moderator: May 6, 2017
  2. jcsd
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