AIDAID202 · Week 02

Lecture 3 · Kernel regression

Kernel Regression Playground

See how local averaging turns nearest-neighbor regression into a smooth estimator, and why kernel width is one of the most important choices.

AID202 · Fall 20263 example datasets
1 · Predict2 · Move σ3 · Change the example4 · Explain
training dataprediction curveunknown true curve
Ask before moving the slider: What should happen as σ approaches 0? What should happen as σ becomes very large?
Reveal the interpretation
Small σ makes the prediction very local and sensitive to individual observations. Large σ averages over a wide region, producing a smoother but potentially biased estimate.