OK, I golfed it :D
Go ahead and kill me ;)

x = [1 ,2, 8, 5, 0, 7]
y = ['a', 'a', 'b', 'c', 'c', 'c' ]

def f(a,b,v={}):
    try: v[a].append(b)
    except: v[a]=[b]
    def g(a): return sum(v[a])/len(v[a])
    return g
w = [g(i) for g,i in [(f(i,v),i) for i,v in zip(y,x)]]

print("w is now the list of averages, corresponding with y:\n \
        \n x: %s \n y: %s \n w: %s \n" % (x, y, w))

Output:
w is now the list of averages, corresponding with y:

 x: [1, 2, 8, 5, 0, 7]
 y: ['a', 'a', 'b', 'c', 'c', 'c']
 w: [1.5, 1.5, 8.0, 4.0, 4.0, 4.0]

Regards,
Michael
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