Gaussian kernel optimization: Complex problem and a simple solution

  • Authors:
  • Jiang-Bo Yin;Tao Li;Hong-Bin Shen

  • Affiliations:
  • Department of Automation, Shanghai Jiao Tong University, and Key Laboratory of System Control and Information Processing, Ministry of Education of China, Shanghai 200240, China;Department of Mathematics, Shanghai Jiaotong University, 800 Dongchuan Road, Shanghai 200240, China;Department of Automation, Shanghai Jiao Tong University, and Key Laboratory of System Control and Information Processing, Ministry of Education of China, Shanghai 200240, China

  • Venue:
  • Neurocomputing
  • Year:
  • 2011

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Abstract

The Gaussian kernel function implicitly defines the feature space of an algorithm and plays an essential role in the application of kernel methods. The parameter of Gaussian kernel function is a scalar that has significant influences on final results. However, until now, it is still unclear how to choose an optimal kernel parameter. In this paper, we propose a novel data-driven method to optimize the Gaussian kernel parameter, which only depends on the original dataset distribution and yields a simple solution to this complex problem. The proposed method is task irrelevant and can be used in any Gaussian kernel-based approach, including supervised and unsupervised machine learning. Simulation experiments demonstrate the efficacy of the obtained results. A user-friendly online calculator is implemented at: www.csbio.sjtu.edu.cn/bioinf/kernel/ for public use.