Gaussian kernel optimization: Complex problem and a simple solution

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. (C) 2011 Elsevier B.V. All rights reserved.