Fig. 1

Locally weighted least squares kernel regression is illustrated with simulated data, where the dashed grey curve represents m(x) from which the data were generated, while the solid brown curve corresponds to the locally weighted linear regression estimate. The purple-colored points are the neighboring points to the query point whose response is estimated (x₀). The light purple bell-shape superimposed on the plot indicates weights assigned to the adjacent points, decreasing to zero with increasing distance from the query point