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Gaussian kernel scale for RBF SVM

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vince65201
vince65201 2017-3-8
评论： Walter Roberson 2019-6-1
Hi All, I'm using RBF SVM from the classification learner app (statistics and machine learning toolbox 10.2), and I'm wondering if anyone knows how Matlab came up with the idea that the kernel scale is proportional to the sqrt(P) where P is the number of predictors. Additionally, it says "The software divides all elements of the predictor matrix X by the value of KernelScale", does this mean the kernel scale is simply 1/sigma^2? source: https://www.mathworks.com/help/stats/templatesvm.html#input_argument_namevalue_KernelScale. Thanks!

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Akira Agata
Akira Agata 2017-3-9
Assuming the RBF kernel function with scaling parameter (gamma) as follows:
Then, the SVM model should be set using "KernelScale" like this.
mdlSVM = fitcsvm(..., 'KernelScale', 1/sqrt(gamma));
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