How to write gaussian kernel function for fitcsvm?

I tried to write the gaussian (RBF) kernel function for Support Vector Machine functions (like fitcecoc or fitcsvm) and my code was:
function G = myGaussianFunc(U,V)
global sigma
[m p] = size(U);
[n, ~] = size(V);
UX = repelem(U,n,1);
VX = repmat(V,m,1);
T = (UX - VX).^2*ones(p,1);
G = exp(-reshape(T,m,n)/(2*sigma^2));
end
I made sigma (kernel scale) global so I can optimize it using some algorithm. Is my code accurate or do I have some mistakes in it? (By the way, I avoided the for loop and tried to vectorize the code to speed it up)

Answers (0)

Categories

Find more on Statistics and Machine Learning Toolbox in Help Center and File Exchange

Products

Asked:

on 23 Mar 2020

Edited:

on 23 Mar 2020

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!