Cluster-weighted modeling

In data mining, cluster-weighted modeling (CWM) is an algorithm-based approach to non-linear prediction of outputs (dependent variables) from inputs (independent variables) based on density estimation using a set of models (clusters) that are each notionally appropriate in a sub-region of the input space. The overall approach works in jointly input-output space and an initial version was proposed by Neil Gershenfeld.

Source: Wikipedia — Cluster-weighted modeling (CC BY-SA 4.0)