Given the complicated relationship between the magnetic resonance imaging (MRI) signals and the attenuation values, the attenuation correction in hybrid positron emission tomography (PET)/MRI systems remains a challenging task. Currently, existing methods are either time-consuming or require sufficient samples to train the models. In this paper, an efficient approach for predicting pseudo computed tomography (CT) images from T1- and T2-weighted MRI data with limited data is proposed. The proposed approach uses improved neighborhood anchored regression (INAR) as a baseline method to pre-calculate projected matrices to flexibly predict the pseudo CT patches. Techniques, including the augmentation of the MR/CT dataset, learning of the nonlinear descriptors of MR images, hierarchical search for nearest neighbors, data-driven optimization, and multi-regressor ensemble, are adopted to improve the effectiveness of the proposed approach. In total, 22 healthy subjects were enrolled in the study. The pseudo CT images obtained using INAR with multi-regressor ensemble yielded mean absolute error (MAE) of 92.73 ± 14.86 HU, peak signal-to-noise ratio of 29.77 ± 1.63 dB, Pearson linear correlation coefficient of 0.82 ± 0.05, dice similarity coefficient of 0.81 ± 0.03, and the relative mean absolute error (rMAE) in PET attenuation correction of 1.30 ± 0.20% compared with true CT images. Moreover, our proposed INAR method, without any refinement strategies, can achieve considerable results with only seven subjects (MAE 106.89 ± 14.43 HU, rMAE 1.51 ± 0.21%). The experiments prove the superior performance of the proposed method over the six innovative methods. Moreover, the proposed method can rapidly generate the pseudo CT images that are suitable for PET attenuation correction.