Kernel regression

[gabrieldodan]

Hi,

Would be possible to implement Kernel regression too https://en.wikipedia.org/wiki/Kernel_regression?

Regards!
Gabriel

[tmcw]

Sure, I'd be happy to accept a PR implementing this. Like other more advanced regression techniques, it looks like kernel regression is more the name of a family of methods rather than one particular algorithm. The most accessible implementation afaict is statsmodels in python. The R implementation looks a lot more advanced and has multiple methods under the hood.