sigmaselect: Select the kernel width

In feiyoung/sKPCA: Sketched Kernel PCA

Description

Select the kernel width sigma based on the average interpoint distance

Usage

  sigmaselect(X)

Arguments

X	a n*p matrix, the data matrix.

Value

return a positive scalar.

Examples

  library(kernlab)
  data(iris)
  test <- sample(1:150,20)
  # Sketched Kernel PCA
  sigma <- sigmaselect(iris[-test,-5])
  kern <- rbfdot(sigma)
  d <- 2
  fkpca <- sKPCA(iris[-test,-5], d=d, kern=kern, seed = 8)

feiyoung/sKPCA documentation built on Nov. 12, 2020, 8:18 a.m.