GaussianEstimateTInput, TDistance Method (TInput, Int32, TDistance)

Estimates appropriate values for sigma given a data set.

Namespace: Accord.Statistics.Kernels
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

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public static Gaussian Estimate<TInput, TDistance>(
	TInput[] inputs,
	int samples,
	TDistance distance
)
where TDistance : Object, IDistance<TInput>

Public Shared Function Estimate(Of TInput, TDistance As {Object, IDistance(Of TInput)}) ( 
	inputs As TInput(),
	samples As Integer,
	distance As TDistance
) As Gaussian

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Parameters

inputs: Type: TInput
The data set.
samples: Type: SystemInt32
The number of random samples to analyze.
distance: Type: TDistance
The distance function to be used in the Gaussian kernel. Default is SquareEuclidean.

Type Parameters

TInput
TDistance

Return Value

Type: Gaussian
A Gaussian kernel initialized with an appropriate sigma value.

Remarks

This method uses a simple heuristic to obtain appropriate values for sigma in a radial basis function kernel. The heuristic is shown by Caputo, Sim, Furesjo and Smola, "Appearance-based object recognition using SVMs: which kernel should I use?", 2002.

Reference

Gaussian Structure

Estimate Overload

Accord.Statistics.Kernels Namespace