Estimates a reasonable sigma parameter for RBF kernels using the median
pairwise distance heuristic, which often works well in practice.
Usage
choose_sigma(X, sample_size = 1000)
Arguments
- X
Data matrix (samples x features)
- sample_size
Maximum number of pairs to sample for distance computation
(default: 1000 for efficiency)
Value
Suggested sigma value
Examples
X <- matrix(rnorm(100), 20, 5)
sigma <- choose_sigma(X)
sigma
#> [1] 2.401595