This paper surveys locally weighted learning, a form of lazy learning
and memory-based learning, and focuses on locally weighted linear regr
ession. The survey discusses distance functions, smoothing parameters,
weighting functions, local model structures, regularization of the es
timates and bias, assessing predictions, handling noisy data and outli
ers, improving the quality of predictions by tuning fit parameters, in
terference between old and new data, implementing locally weighted lea
rning efficiently, and applications of locally weighted learning. A co
mpanion paper surveys how locally weighted learning can be used in rob
ot learning and control.