Calculates the RBF kernel matrix for the dataset contained in the matrix
where each row of
X is a data point. If
Y is also a matrix (with the
same number of columns as
X), the kernel function is evaluated between all
data points of
matrix containing a data point in each row
kernel width of rbf kernel
leave this NULL if the kernel function should be evaluated between the data points only contained in
Each row of
X must be a data point, i.e. X = (x_1, x_2, ..., x_n).
The kernel matrix
K is then defined as
K = (k(x_i, x_j)), i,j=1,...,n
Y is not NULL and also contains data points in each row, i.e. Y = (y_1, y_2, ..., y_m),
the kernel matrix
Y is defined as
K = (k(x_i, x_j)), i=1,...,n, j=1,...,m
In this case, k is the rbf (radial basis function) kernel, which is defined as
k(x, y) = exp(-0.5*\|\|x - y\|\|\^2/sigma)
where x, y are data points and sigma is the rbf kernel width.
RBF kernel matrix
K for the given dataset
Jan Saputra Mueller
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