Predicting on new data using locally weighted regression (LOESS/LOWESS)
<p>How to fit a locally weighted regression in python so that it can be used to predict on new data?</p>

<p>There is <code>statsmodels.nonparametric.smoothers_lowess.lowess</code>, but it returns the estimates only for the original data set; so it seems to only do <code>fit</code> and <code>predict</code> together, rather than separately as I expected.</p>

<p><code>scikit-learn</code> always has a <code>fit</code> method that allows the object to be used later on new data with <code>predict</code>; but it doesn't implement <code>lowess</code>.</p>