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.