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import numpy as np, matplotlib.pyplot as plt
def lwr(x, X, y, tau):
W = np.diag(np.exp(-np.sum((X - x)**2, axis=1) / (2 * tau**2)))
return x @ np.linalg.pinv(X.T @ W @ X) @ X.T @ W @ y
np.random.seed(42)
X = np.linspace(0, 2*np.pi, 100)
y = np.sin(X) + 0.1*np.random.randn(100)
Xb = np.c_[np.ones(X.shape), X]
xt = np.linspace(0, 2*np.pi, 200)
xtb = np.c_[np.ones(xt.shape), xt]
tau = 0.5
yp = np.array([lwr(xi, Xb, y, tau) for xi in xtb])
plt.figure(figsize=(10,6))
plt.scatter(X, y, c='red', alpha=0.7, label='Training Data')
plt.plot(xt, yp, c='blue', lw=2, label=f'LWR Fit (tau={tau})')
plt.xlabel('X'), plt.ylabel('y'), plt.title('Locally Weighted Regression')
plt.legend(), plt.grid(alpha=0.3)
plt.show()
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