Returns the median pairwise Euclidean distance between rows of X,
which is a standard data-driven starting point for the RBF kernel
bandwidth (Schölkopf & Smola, 2002). Use the result to define a
sensible rbf_sigma search range centred on this value via
dials::rbf_sigma(range = c(log10(sigma / 10), log10(sigma * 10))).
Usage
sigma_heuristic(X, sample_size = 500L, seed = NULL)
Arguments
- X
A numeric matrix or data frame of predictors (already
preprocessed — centred, scaled, etc.).
- sample_size
Integer. If nrow(X) > sample_size, a random
subsample is used to avoid O(n²) memory cost on large datasets.
Default 500L.
- seed
Integer seed for the subsample. Default NULL.
Value
A scalar numeric: the median pairwise Euclidean distance.
Examples
X <- matrix(rnorm(200), ncol = 4)
sigma_heuristic(X)
#> [1] 2.779273
