Locally Weighted Projection Regression (LWPR) is a recent algorithm that achieves nonlinear function approximation in high dimensional spaces with redundant and irrelevant input dimensions. -Locally Weighted Projection Regression (LWPR) is a recent a

matlab contains the Matlab functions (.m files). To use the LWPR library from Matlab, all you have to do is to add this directory to your Matlab path, and to run "lwpr_buildmex" within Matlab in order to build the MEX